The dividing line between gamma-ray bursts (GRBs) and ordinary stripped-envelope core-collapse supernovae (SNe) is yet to be fully understood. Observationally mapping the variety of ejecta outcomes (ultrarelativistic, mildly relativistic, or nonrelativistic) in SNe of Type Ic with broad lines (Ic-BL) can provide a key test to stellar explosion models. However, this requires large samples of the rare SN Ic-BL events with follow-up observations in the radio, where fast ejecta can be probed largely free of geometry and viewing angle effects. Here, we present the results of a radio (and X-ray) follow-up campaign of 16 SNe Ic-BL detected by the Zwicky Transient Facility (ZTF). Our radio campaign resulted in four counterpart detections and 12 deep upper limits. None of the events in our sample is as relativistic as SN 1998bw and we constrain the fraction of SN 1998bw-like explosions to <19% (3σ Gaussian equivalent), a factor of ≈2 smaller than previously established. We exclude relativistic ejecta with radio luminosity densities in between ≈5 × 1027 erg s−1 Hz−1 and ≈1029 erg s−1 Hz−1 at t ≳ 20 days since explosion for ≈60% of the events in our sample. This shows that SNe Ic-BL similar to the GRB-associated SNe 1998bw, 2003lw, and 2010bh, or to the relativistic SNe 2009bb and iPTF17cw, are rare. Our results also exclude an association of the SNe Ic-BL in our sample with largely off-axis GRBs with energies E ≳ 1050 erg. The parameter space of SN 2006aj-like events (faint and fast-peaking radio emission) is, on the other hand, left largely unconstrained, and systematically exploring it represents a promising line of future research.