This is because zinc is more reactive than iron and hence can be easily oxidisd. thus when zinc layer break down , the zinc continue to rect and get oxidised.hence iron object is protected
Zinc is more reactive than iron and so will always oxidise before iron. Even if the zinc is just in a large block and iron is fully exposed, it will still oxidise first; this is how sacrificial protection of ships works. 

To be oxidised, a metal must lose electrons. Zinc, being more reactive can give up electrons easier than iron can. If an iron atom lost an electron, another would be conducted from the block of zinc to replace it. This will continue until all the zinc has oxidised or unless it is no longer in direct contact.
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