1) Cuz most people who buy BMWs see them as luxury cars. Since BMWs are practically stripped in standard form, people add the Premium package to get the basic features that should be standard in the luxury class. Hell, my old Civic came with more features standard then my BMW did.
2) What's a ZSP? ZHP or the Performance Package has some stuff different than the Sport Package (guessing that's what ZSP refers to). Mainly minor engine stuff and more sport suspension settings. Rest is mainly cosmetic. Just check BMW's website for a list of the ZHP stuff. Sport package, at least on coupes and the 330i is just basically different 17 inch rims/tires, sport seats, and a sport steering wheel.