Why do worker instances have to be in the same zone to be under the same instance group?

GCP does not offer autoscaling, autohealing, rolling update support, multi-zone support for unmanaged instance groups , hence the worker instances have to be in the same zone when added to a unmanaged instance group . Link for your reference :

https://cloud.google.com/compute/docs/instance-groups/#unmanaged_instance_groups

The new link: https://cloud.google.com/compute/docs/instance-groups/creating-groups-of-unmanaged-instances