The incentive not to have the ZK- is $$, cheaper and easier to only apply 6 letters rather than 15 letters and 3 hyphens!
Where do the 15 letter and 3 hyphens all go? It's either 6 letters or 10 letters and 2 hyphens.
Part of the issue is the minimum size of lettering required by our rules and it's easier to find room on some aircraft for only 3 letters per side.
There is no none ICAO catergory, all GA aircraft are in the same category. As already mentioned it's too far to go for many GA aircraft to cross into another country so no need to have ZK on the side.