Because if Jigglypuff is your lead and you switch into Zoroark, Jigglypuff becomes your second Pokémon.
...!
And to your opponent's eyes, WHICH WAS THE REAL JIGGLYPUFF??
This got me thinking, what would happen in this scenario?
You lead with Gliscor with Scizor second in your party and Zoroark is third. You switch Gliscor with Zoroark so it copies Scizor, since it's second in your party. However, what if you had decided to switch to Scizor right off the bat (so Gliscor is now second in your party), and then switch to Zoroark? Gliscor's now the second Pokemon in your party, so it should get copied. Which means, that even if you know what Zoroark turns into at one point in the battle, you can never be sure that it will turn into something else. This means that the user of Zoroark wouldn't always be able to bluff effectively (due to SR damage, Intimidate, etc.) and the opponent wouldn't be able to tell if the Pokemon was actually Zoroark based on a past switch-in.
Also, you probably shouldn't put Zoroark in the second slot because whenever you switch it in the first time, your opponent will know something's up.