Why Might a Miner Process Their Own Zero-Fee Transaction?

A miner might process their own zero-fee transaction because it is economically rational to do so. If a mining pool needs to pay its members or consolidate funds between its own wallets, including a fee would mean the pool is simply paying the fee back to itself.

By setting the fee to zero, they save the cost while still ensuring the transaction is confirmed instantly in their own mined block. This internal transaction is guaranteed inclusion without having to compete in the open fee market.