You would probably have to spend some time around this part of the country to understand why not. I live about 20 miles from where Zell was born and raised and where he still lives when not in DC. The rivalry between Dems and Repubs in this area is intense and bitter, and it goes all the way back to the War Between the States.
The mountain areas of GA, as well as TN, NC,VA and KY, were bitterly divided over the secession issue. Many of the people in this area were descendents of poor Scots-Irish and English immigrants. Many of those settlers had come to the colonies as indentured servants, and their descendents had little or no sympathy for the slave-owning cotton-planter class in the rest of the south. There was about as much Union sentiment in this part of the south as Confederate. Many families were split apart over the issue, and there was much raiding, burning, and killing done by both sides. Very few people in this isolated and dirt-poor area owned slaves, and there was considerable abolitionist sentiment.
Since the families who supported the Confederacy were almost exclusively Democrats, and the pro-Union families were mostly Republican, the internecine fighting was seen as Democrat versus Republican by both sides. And that old hostility still lives on to a lesser extent in many families. Election day in this area used to be quite lively to say the least, even in fairly recent times. Fistfights were not rare, and gunplay was not unknown. My wife's uncle shot and killed a man during a gunfight at a polling place in a schoolhouse about 60 years ago. His case was heard by a majority Republican jury and he got off with a 1 year sentence for involuntary manslaughter. If the jury had been all Democratic he might have died in prison.
I have heard that Zell promised his parents long ago he would never under any circumstance become a Republican. I don't know whether or not that story is true, but if it is it would explain why he still hangs on in a party which left him decades ago. I voted against Zell for both governor and Senator, but I always thought that a patriotic Marine vet like him was way out of place in the effete, leftist, anti-American national Democrat party as it has now evolved. But he has so far honored his vow to his father, if indeed that story is true.