Good question!
First off, the Italeri Panther A has zimmerit sheets included. The kit scales out small if you don't use them (and too big if you do, but not by much!!).
I think the reason there isn't zimm molded on is that for example, DML uses the same hull for the A and D. So they cut expenses, and our cost, by not having to mold two different hulls, turrets etc, one with and without zim. Second, not all zim was the same. Some Panthers have zim applied in one big sheet, with a pattern of little squares. Others have that pattern with diagonal lines scribed through. If you want to depict battle damaged zim it's easier to add zim that try to scrape the plastic.
Finally, it's to drive us crazy!!!!
Actually, doing zim is kind of fun, and I like it better than trying to fiddle with some of the PE evil etc.
Cheers
Andy