Simple. Zetas saw the business as being more lucrative than being henchmen.
As far as I can tell, the civilians in the border towns welcome the army. It appears to cut down on the random casualties. There were a few protests to the army presence at the border, but these seem to have been orchestrated by Gringo "human rights" types that were quickly run off.
Chapo, and also La Familia (a different cartel) enjoy a folkloric reputation. Chapo's capture would simply result in a replacement, the business would go on.