Why is the voltage across a Zener diode so dependent on current?
Putting the zener diode across the lower resistor in the divider is always going to disturb the voltage divider if the zener conducts any current at all. And apparently the zener that you have chosen conducts a fair amount of current and is far from an ideal unit.

If I was designing a protection for the A/D inputs I would use one of two approaches.


Use the zener diode on the signal voltage source before the voltage divider. 
Use an actual diode clamp on the A/D input made of a dual diode component such as a BAT54S. The upper diode points into a clamp current sink made of a shunt supply that is designed such that the clamp works at approximately the 3.3V level. Something like this: