Because a lot of them have policies of delivering game on the release day, and to fulfil that they have to risk sending it two days before the release date which means it sometimes arrive the next day.
I do think a lot of places do this, Shopto most certainly do.
But I've never had any issues getting games for the day of release from them or GAME. (Almost always the day before infact) so Zavvi even just being a day late does really stand out. Although I did get my copy of Alan Wake yesterday, so I won't complain too much.
They still won't be my first choice for ordering games in the future though.