His true form is lethal for mortals to look at.

Zeus had an affair with Semele, daughter of Cadmus King of Thebes. Hera learned that and befriended Semele in disguise to find a way to hurt her. When Semele said something like "You know, Zeus is my lover!" Hera said "No... Really? And you believe that?", sowing doubt. So at the next occasion Semele said to Zeus "Can you do me a favour?" -- "Anything, my love" -- "Swear it!" -- "By the River Styx, I'll do anything you ask of me" -- "If you're really Zeus, show me your true form, please." Because he swore, he had to do it, and so she died, struck by lightning and thunder. The child she was pregnant with, Zeus salvaged from her charred remains and sewed inside his thigh to carry it to term. That was baby Dionysus, as retold in Euripides' Bacchae, Hyginus' Fabulae Nr. 179, and elsewhere.

This is an in-lore explanation.

A more euhemeristic explanation, is seen for example in Palaiphatos' explanation to the myth of Europa: It was not an actual bull who carried her, because no animal can swim like that through the sea, and if Zeus had wanted, he would have found a more convenient way to get her; instead it was a Mr. Bull from Crete who came in his ship waging war against the Phoenicians and kidnapped her. (περὶ ἀπιστῶν ἱστοριῶν, Nr. 15).

That way, so it seems, you don't have one Zeus that changes shape all the time, but different women who got pregnant from different men that were explained as apparitions of Zeus. In the case where you apply such rationalistic explanations to a myth, nothing much is gained. You're defending the myth's historicity, while instead you're better off taking it for the myth that it is.

But generally, things like that may well have happened, such that a child who had an unknown father may have found comfort in saying "My dad was Zeus himself!"; and an ambitious politician could claim descent from Zeus as well this way, and if there were many otherwise unrelated descendants of Zeus all over the Greek world, there must have been many women visited by Zeus.

Another thing, although this speculation from my side, is that once there is a critical amount of gods mutated into new forms in mythology, it becomes kind of a trope, so that whenever a myth about Zeus is retold or reinvented, the audience would expect a metamorphosis somewhere. This would probably predate even literacy.