Having achieved everything Zain wanted to in the Dark Zombies, he was thinking it was best for him to leave. He needed to increase his territory as well as get his horde members up to the 1000 max limit so he could summon them whenever he wanted.
Also, the more territories he had, the more exp he would gain and continue to grow his army of zombies, because there was still one focus on his mind and that was surviving. They had the demons on their back, and after that even if the demons were dealt with they needed to deal with the rest of the world.
They weren't going to be ready to accept zombies and most likely after the zombies did their part of getting rid of the demons like Humfree hoped, there was a good chance that the army would then just come in and get rid of all the zombies.
This was why Zain wanted to continue to grow his personal zombies. Ones that he had complete control of regardless of what happened. This was the best way to survive.
