Security. App store has much tighter rules on what a developer can do whereas downloading a dmg from somewhere pretty much leaves you to fend for yourself (and Zoom already has proven itself here).

Edit: clarifications

Because at this point, every single version of the app from their site has had some issue that wouldn't have happened in a sandboxed Mac App Store version.

Because the non-app store version does weird stuff - faking installation, background services, etc. Sandboxed version would hopefully be less malware-like.