I explained this analogy in one of my classes:
Zeroing out your coordinates is like setting the start line in a race. When you turn on the machine, where ever it starts is the start line. If you use the LCD or computer to move it, you are moving away from the start point, but the start point is in the same place it was. When you start the race, you have to return to the start line. Zeroing out your coordinates moves the start line to where you currently are.
Physically moving the machine without the LCD or computer is also moving the zero point/start lone