Combine tomatoes, green chiles, sugar, garlic, jalapeno, salt, and black pepper in a saucepan over medium heat; bring to a boil. Reduce heat to medium-low; add zucchini. Simmer until sauce is combined, 5 to 10 minutes.
Place halibut steaks in a shallow casserole dish; pour sauce on top.
Bake, uncovered, in the preheated oven until fish flakes easily with a fork, about 30 minutes.