Justify that claim.
In my experience, the set of issues that would affect 2 buildings close to each other, but not two buildings a mile apart, is vanishingly small, usually just last mile fiber cuts or power issues (which are rare and mitigated by having multiple independent providers), as well as issues like building fires (which are exceedingly rare, we know of, perhaps two of notable impact in more than a decade across the big three cloud providers).
Everything else is done at the zone level no matter what (onsite repair work, rollouts, upgrades, control plane changes, etc.) or can impact an entire region (non-last mile fiber or power cuts, inclement weather, regional power starvation, etc.)
There is a potential gain from physical zone isolation, but it protects against a relatively small set of issues. Is it really better to invest in that, or to invest the resources in other safety improvements?