Because oftentimes listening to your attorney is the difference between getting charged and not getting charged.
Most people convict themselves based on their statements to police.
Most people convict themselves based on their statements to police.
Exactly. And that's especially true in a case like this, where Zimmerman clearly committed the act (e.g., killing Martin), and is only free because he is asserting a self-defense argument.
Zimmerman could be convicted based on a single wrong statement to the police - if, for instance, he said something that indicated that (a) he started the fight, (b) he "provoked" the fight, OR (c) he did not actually fear for his life. If Zimmerman were to be interrogated without counsel present, I'd be surprised if he didn't say something like that.