The issue is power. SCSI supplies power as does USB. Some SCSI devices handle power differently than others, including Zip drives. Most companies that make USB-SCSI adapters will have a compatibility list. In most cases, Zip drives only work when daisy-chained to a device that is compatible.
Given the cost of adapters, the 100MB USB Zip drive isn't too bad. The 250MB Zip is a lot more expensive.