Because every game tells almost the exact same story with few variations?
Sounds like countless other popular game series. Not to mention Zelda had never really had much of a story to begin with, it's not a strong selling point for the series. The games share a general premise, which can be said for so many games it's not even funny.
Say what you want about the changes between Morrowind, Oblivion and Skyrim - at least we're not stuck being given basically the same game with a different gimmick for more than ten years.
Dungeons and the overworld, which are the meat of the Zelda experience, are different from game to game. Majora's Mask was set in the parallel Termina, with a three day cycle that changed things up quite a bit. Wind Waker's overworld was in stark contrast to the Hyrule Fields of most other games. Twilight Princess boasted the most involved story of the series, as well as combat on horseback and the ability to transform into wolf form. Skyward Sword introduces an even more in-depth story (which, being a prequel, is directly connected to Ocarina of Time) than TP, Skyloft (and flight) and 1:1 swordplay.
I just don't see how Zelda is the "same game every time" much more than most other games out there, even titles that aren't part of the same series. It's all been done to death, we're playing essentially the same thing every time. The only thing that Zelda is doing differently is using the character and location names. Nintendo has dropped the ball on a great many things the past few years, but they receive far too much criticism for "rehashing" their games.