This is how it always has worked. I believe you can overlap zones but i'm not too sure. once you are in a zone, zombies will only spawn in that zone. In co-op, zombies spawn in any zone a player is in, which means more than 1 zone spawns zombies.
This is the best way for things to happen, as it allows zombies to spawn near you, and not across the map. I don't know about you, but one of the things I hate the most is when i finish a wave, but 1 or 2 walkers I cannot seem to find, and it takes me minutes just looking around to find it.
If you really want to, I believe you can hook up zombie spawns to a trigger, on one of your doors/debris, and that will cause them to spawn no matter where you are in the map. At least it was possible back in WaW.