Why do you need both straight and zigzag? What is the benefit between those stitches?
I'm far from an expert, but my slightly educated guess is that these stitches remain resistant to a wider range of forces. I assume that's why you see them most on sails, where the forces are coming from all around.
If you think about a straight stitch, it perforates the fabric very like tear-away perforations on paper. Zigzag doesn't do that, with its alternating punctures.
Before zz, sailmakers made two rows of stitching, staggering the rows of punctures.