We do have Zebra, have you never heard of a Zoo? (I jest; you are of course correct).
As for cross-walk making more sense; Zebra crossing are so named because of the black and white stripes they comprise of, they require you to have seen one, yes, but, I'd argue that without context "cross-walk" is no more descriptive.
Collectively, we call our crossings (Toucan, Pelican, Zebra, Pegasus), "road crossings". They are so named due to their properties; Toucan because "two (types of user) can" cross there, Pelican (formerly pelicon) because it stands for PEdestrian LIght C[O]Ntrolled crossing), Zebra for its stripes, and Pegasus due to the buttons being accessible at heights suitable for those riding horses.