Unfortunately, most people in this country believe that the world revolves around America. The letter "Z" is indeed pronounced as "zed" in the country from which the English language originated, and also by virtually all other English speakers around the world. I've met so many people that are totally oblivious to anything that occurs outside this country. Even if one has never travelled past the U.S. border, there are plenty of foreign films in English that would have alerted Americans to this little fact. So, it seems you've picked it up. There is hope after all!