Because power / network / software maintenance events cause outages. Those are scheduled per zone, and so they will take down one zone but not a whole data center.
Minimising the blast radius from logical changes (software & config) that get rolled out at an AZ-level.
Their descriptions[0] however promise zones have a "high degree of independence from one another in terms of physical and logical infrastructure". Just how well separated this physical zonal infrastructure was remains to be seen ...
Yeah I feel like that description is a lie. Some customers would probably think twice about putting things into the same region if they knew zones weren't physically separated, or go to AWS.