The “commander tax” won't increase. You'll return the commander to the command zone only if it's still on the battlefield as the delayed triggered ability resolves.

How does Commander tax work?

To put it simply, the commander tax requires you to pay 2 additional mana on top of the casting cost of your commander for every time beyond the first you cast it from the command zone. ... Every time you do this, your commander is going to cost more to cast. This is the commander tax.

Does Dash get around commander tax?

Dash is an alternate mana cost, so Dashing from the command zone is subject to the tax and increases it for the next time you cast Zurgo from there. Commander tax just means that your commander costs 2 more to cast from your command zone for each previous time you've cast it from your command zone.