No reason, I just prefer to have a good, clean system devoid of unnecessary 3rd party drivers. For example, many people report problems with ATi's drivers that they release for Mac OS X. In my experience as well as a few of my friends' experiences, you don't need the ATi drivers -- just let OS X use its own drivers, and those reader reports are just proof that some 3rd parties can't write drivers worth a crap.
For a Zip drive, OS X should already have the necessary drivers built-in. Installing Iomega's drivers seems redundant, and since those drivers were written by a company other than Apple, I would be reluctant to trust them given my ATi experience.
If they work, great! I would recommend only installing the driver, though, if Mac OS X doesn't recognize the device on its own, which it should for a Zip drive.