Back when scopes were not as good as they are now, you sighted in with full magnification as one of the posters above mentions, because it was more important for the higher mag to be zeroe'd for long shots. If you zoom out the target gets smaller so if it is close enough to see ox low magnification you would still hit it without any problem. An example will be shooting at a dinner plate (10inches diameter ish) . The scope could be out by 5moa and yet if you aim at a close plate at 50 metres you will still hit it every time as the target is 20moa. But if you push that plate out to 200 metres it becomes a 5moa target and if your zero moves by even a couple inches that could easily result in a complete miss as the size of the target is smaller than the error in the sighting in.
With modern scopes there should not be any point of impact movement through the magnification ranges so zero on 16x should be hitting the same place as zero on 4x.
The reason it is usually done now is if you aim at a target then the bigger the target appears, the easier it is to fire when the crosshairs are centred. (It is not any easier to hold the rifle steady though)
Any slight shift in point of aim will affect group size. It is easier to replicate the same point of aim with a larger clearer target and thus better consistency with knowing you fired at the exact same spot each time.
EG a 4 power scope can have a cross hair that at 100 metres will struggle to shoot at a 2 inch circle as most of that circle will be behind the cross hair. That means that anywhere on the circle is behind the cross and zero'd. Wind it up to 24x and look at the same circle and you will find that cross hair will be able to be more able to locate the centre of the circle thus reducing the variations in point of aim.
Does that make sense?
Another example is I have a 4x scope here that has 5moa thick fast look cross hairs for bush hunting. But at 100 metres they will cover the usual 4 inch target completely so I have to expect a 5 inch group as if I get a five inch group it means every shot was right behind the + on the cross hair. With my target scope its cross is closer to 1/4 MOA and I can shoot 1" dots no problem at all.
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