Here's why I have't changed over. I've used bash for years and know it pretty well. I dabbled with zsh a few times, but in the end it came down to the benefit not being worth the cost.
The cost is that the default config requires a fair bit of tweaking to get usable, and the knowledge to do that tweaking is not easily found, not so newbie-friendly as another commenter above mentions, so I have to learn a bunch of beginner stuff first before I can start to get the extra power benefits.
FWIW, I found that really understanding readline and .inputrc gave me much greater power in bash for less effort than having to learn zsh. The extra return of zsh wasn't worth the effort.