I do not know the exact reason Zidane chose to leave Real Madrid even though until now he has not coached any team.
I think he left because he saw this debacle coming. A lot of people seem to forget that this team has been shit since last season, especially in the league, the only difference is that Ronaldo always showed up at the right time to save day and score decisive goals but you could still see that the overall performance of the team was starting to decline.
I think the team needs a lot of chances, starting from the president, Florentino Perez, he needs to go, along with some players that are obviously past their prime like Marcelo or Benzema.
I disagree on the part of the president because nobody can ran Real Madrid better than him in this current generation and i don't think his absence will do the team any good. The team in general needs complete overhauling together with the coaching staff, players like Karim Benzema should be sold or loaned away from the club in order to allow some young players the chance to play up there.