When we use only one transistor with zener , we borrow more zener current from zener and zener has less current so zener can't regulate the voltage we want.It does but not wonderfull.
When we use darlington pair with zener, Zener has more current so zener can regulate the voltage about 6.2V, we want this.
But notice in the circuit that we can supply the same current for our load.More zener current, more stabile voltage regulator.
