Toby, here's the thing. They built up the show to some degree as a natural continuation of F/Z. That's one of the reasons they went with UBW rather than Fate, since half of Fate is explaining what the hell is going on--which an audience member theoretically knows already since they've seen Zero.
If they distance themselves entirely from Zero, then you have a problem. You don't know what is going on. You don't know who these people are, who Shirou and Rin's dads are, why these guys in blue tights are fighting, why Rin so vehemently goes "EINZBERN" when Illya shows up, ect ect ect. You can certainly fix that by adapting more expository material from FSN to get there, but they haven't really done that with this adaptation.
On the flip side, you can lean on the fact that you got a lot of info out of the way with Zero, about what the HGW is, about Masters and Servants and Command Spells and why Shirou and Rin and Illya might be motivated to do stuff, ect. But then, if you go to it that way, you might be watching the show as Bridge or Mac or others seem to be, and going "Why is Saber, who is established as having a heart-wrenching reason to be fighting, just sitting around and occasionally smiling at precocious little Shirou?" They aren't saying "WE NEED GRIMDARK LIKE ZERO" so much as saying "This seems inconsistent."
This really is a good summation of the bit of frustration I have with Fate/Stay Night, episode 12. Hopefully there will be some more tie-in content to Zero later on!