Question

Why did zionists want to establish a Jewish national state in the Middle East

Answer 1

To escape oppression and persecution

or

To protect religios diversity in the middle east

Answer 2

Simply because Jews have never been completely equal, completely
welcome, or completely safe in anyone else's country. 

The so-called "Zionist" movement was started by visionaries who
foresaw that Jews would never be completely equal, welcome,
and safe anywhere except their own country, and it was time to get
serious about returning to their country that the Romans drove them
out of, almost 2,000 years ago.