The short answer is that he didn't need to. Field Marshal Zukhov was hyped too much during the war, as the face of the Great War, and he had a guaranteed lifetime of comfort ahead
The face that every Soviet citizen would recognize, just as much as they would Stalin’s
The longer answer is that firstly, Stalin was no fool. He knew that Zukhov was a military man loyal to Mother Russia through and through, and that he had little political ambition beyond backing the right player to the top. Despite popular beliefs, Stalin’s power was secure only as long as he had control of all three arms - KGB, Military & Politburo. With external threats on all side, the last thing he could afford was antagonizing any one of them
Second, both Stalin & Zukhov knew about Churchill’s Operation Unthinkable and in the event that the Allied mount an attack on Soviet, Zukhov was the only one capable enough to see the invasion repulsed
Thirdly, having learnt from Stalin’s smartest play - inserting his own guys in the party key positions -after the failure of the “Purges” during the war, Zukhov had ensured that he retained control of the army completely.
Short of disbanding the military in the middle of the cold war and holding Zukhov’s entire family hostage, Stalin had no gameplan in which he could take out Zukhov and retain control of the Soviet Union
So while Zukhov was savvy enough to be on good terms with Eisenhower & Marshall, he stood nothing to gain (except being branded a traitor) by leaving Russia
Source: Jay Mishra (Quora)