Because zener diode is very bad voltage regulator. The output voltage strongly depends to the load current, temperature and supply changes. Also ripple rejection, PSRR, output resistance, etc are poor.
zeners are not efficient nor stable compared to bandgap reference diodes used in all LDO's (LM317 type and many others)
Zeners must draw more than the worst case load to ensure when loaded there is still enough current to get past the knee in the zener. Then when no load, that current * voltage can lead to thermal problems for high power.
So zeners are rarely used these days for new designs with only a few exceptions.
But if you want a simple quick & dirty 3.3V regulator, you can use a white LED diode and accept the 10% tolerance and inefficiency