Resistor parallel to optocoupler LED in Zener-stabilized circuit
Low-voltage Zener Diodes tend to have a significant amount of leakage current while the voltage is below or near the Zener voltage. This causes the opto-coupler to start turning on too early.

Adding a resistor in parallel with the Zener Diode swamps out the effect of the leakage current. That, in turn, makes the regulation voltage much more accurate. 

[Edit]

Placing a fairly-low value resistor in parallel with the LED in the opto-coupler causes the combination of the resistor and LED to require more current before the LED begins to turn ON.  This extra current must come through the Zener Diode.

The Zener leakage current is still there but that leakage current results in much less voltage across the LED.  As you may recall, the transfer function for a LED is such that the LED will not consume significant current below the turn-on voltage of the LED.

If you choose the appropriate value of resistor, the LED begins to turn ON when the voltage across the Zener Diode is close or very close to its rated voltage.