Well, although most of the news media I see talks about Israel and Zionism as if they and Judaism are all equivalent, there are a number of Jews (generally Orthodox Jews) who strongly believe that building a Jewish state is against their religion, because when God decreed the Diaspora (ejection of Jews from the Jewish state in Palestine) he set some guidelines for when it would end and essentially HE, not humans, has to make the first move.
Also, from what I hear, Israel isn't always a comfortable and welcoming experience for non-European Jews. Besides, even though there are "wars and rumors of wars" in Iran - it still sounds safer than Israel....
Julie