For me it is about the ethics among other things. I do not know to which goverments Zerodium is selling, much like any other zeroday broker. Additionally, I wouldn't be surprised if selling to Zerodium is illegal to begin with.
By taking the KernelCTF approach I get my bounty, I don't get into legal trouble, and I get to contribute to the Linux kernel VR community which means a lot to me