In your case, there is a special quoting syntax used, namely $'...' and $"...". It looks like this syntax came from the Korn shell to Zsh and Bash, and is now in POSIX (see for example the "expand sequences" line in http://mywiki.wooledge.org/Bashism).
This syntax is not mentioned in the answers to Differences between doublequotes " ", singlequotes ' ' and backticks ´ ´ on commandline?.

Details on this syntax can be found in the bash(1) manpage:

   Words of the form $'string' are treated specially.  The word 

   expands to string, with backslash-escaped characters replaced as specified 

   by the  ANSI C standard.  Backslash escape sequences, if present, are 

   decoded as follows:

              a     alert (bell)

                   backspace

              e

              E     an escape character

                   form feed

              

     new line

              

     carriage return

              	     horizontal tab

                   vertical tab

                   backslash

              '     single quote

              "     double quote

              

nn   the eight-bit character whose value is the octal value 

                     nnn (one to three digits)

              xHH   the eight-bit character whose value is the hexadecimal 

                     value HH (one or two hex digits)

              uHHHH the Unicode (ISO/IEC 10646) character whose value is 

                     the hexadecimal value HHHH (one to four hex digits)

              UHHHHHHHH

                     the Unicode (ISO/IEC 10646) character whose value is the 

                     hexadecimal value HHHHHHHH (one to eight hex digits)

              cx    a control-x character



       The expanded result is single-quoted, as if the dollar sign had not

       been present.



       A double-quoted string preceded by a dollar sign ($"string") will

       cause the string to be translated according to the current locale.  If 

       the current locale is C or POSIX, the dollar sign is ignored.  If the

       string is translated and replaced, the replacement is double-quoted.

This also means that a variable will be expanded in $"...", but not in $'...'. Please compare:

$ echo 'I am using	$SHELL.

'

I am using	$SHELL.



$ echo $'I am using	$SHELL.

'

I am using  $SHELL.



$ echo "I am using	$SHELL.

"

I am using	/bin/bash.



$ echo $"I am using	$SHELL.

"

I am using	/bin/bash.

In the first example, neither the $SHELL variable nor the backslash escapes are expanded. In the second example, the backslash examples are expanded, but not the variable. The third and fourth examples give identical results: Only the variable is expanded.

The form $'...' can be useful to assign contents with meta-characters like or
to variables. I could not find an application for the form $"...", though.