He didn't mention anything in the coverage about Zahir but my guess is he was left out to shore up the batting a little. Zampa/Zahir + 2 pace bowlers is possibly too spin heavy with Maxi likely to need to bowl 3 of the other 4 overs, but going Zx2 and 3 pace bowlers means the batting depth is pretty dire. Not having NCN massively upsets the team balance more than just his bowling skills as he's handy with the bat too, but so far none of Hatcher/Stanlake/Rainbird/Morris etc have shown they can be relied on for runs (granted some of them haven't really had the opportunity).
Also worth keeping in mind that as long as they keep persisting with Spiceman opening they are an additional batsman down, so that puts the squeeze on guys like Zahir even more. I'd love to see them shake it up, open with Stoinis & Cartwright and put Spiceman down to 6 (if he hadn't taken 2 great catches yesterday I'd say drop him completely!)