Benzema was at his mercurial best on Saturday, scoring two goals and laying on an assist for Marco Asensio as Los Blancos dispatched Celta Vigo 3-1 to move up to second in La Liga, three points behind leaders Atletico Madrid, who entertain Deportivo Alaves on Sunday.
Benzema has now netted in six straight La Liga games, scoring eight goals in that time, to take his tally in all competitions to 23 goals in 32 games.
The 33-year-old was once again overlooked by Didier Deschamps for France’s upcoming FIFA World Cup qualifiers earlier this week.
Benzema has not featured for France since 2015 after he was banished for allegedly trying to blackmail Les Bleus teammate Mathieu Valbuena in a sex-tape scandal.
"For people who like football, seeing Karim is a luxury because we enjoy him and his team-mates do too," Zidane told a media conference.
"How can we understand why Karim doesn't go with the national team? There are many who don't understand it.
"But it's better for me as the coach of Madrid that he stays. He has done a great job for us."
Benzema was not called up when France hosted the UEFA European Championships in 2016 while he was also missing in action in Russia in 2018 when Les Bleus were crowned world champions for a second time.
Benzema made his French national team debut in 2007 and has gone on to make 81 appearances for his country, scoring 27 goals.