Zidane is not a good and better coach than Erik Ten Hag, if he is a good coach, then he should explore and go do it with a lower club same way Erik Ten Hag has done and also Xabi Alonso with Bayern Leverkusen. People forget he was also under pressure during his last season in charge of Real Madrid. Immediately he they won the Champions League Competition, he quickly resigned do he would still maintain a beautiful managerial profile.
It is funny that you think Ten Hag is a better coach because Ten Hag wants to manage Man United. We must consider which one is better from his achievement as a manager. If we compare the trophies that Zidane and Ten Hag ever won, no doubt Zidane won more prestigious trophies. Zidane won the trophy of UCL, La Liga, Fifa World Cup, Uefa Supercup, and he becomes the best coach in the world 2 times. 
Zidane doesn't need to prove he is a better coach by coming to Man United. He ever did it when he became a Real Madrid manager for the first time. At that time, many people also doubt him but he shut up people's critics by winning many prestigious trophies for Real Madrid. This is what Ten Hag should do with Man United!!
There are many indicators to measure a manager success, and in the end only one is selected as the best manager in each season. Apart from that, Zidane certainly has his own considerations when coaching a club, so far Zidane may not have found a suitable team. Many hope that Zidane will coach in the Premier League one day, who knows, in the future we will see him coaching one of the elite clubs there.