I think i know why, it's because zsh's RANDOM tops out at 32,767, but this insures that the first digit of a string of random numbers isn't random but strongly weighted to 1 and 2, with 3 also weighted. Is this worth worrying about? I'd say so. Perhaps it should max out at 10,000 or 100,000 or even offer a user selectable range? Or do we have other tricks for coping with this? I find zsh to be quite competent mathematically so having to use an external utility to get really random numbers seems not up to snuff.
Check out the zsh/random module in the current test release and the zrand_int math function.