That's a harder question.

Part of it is the written version. O and 0 tend to look the same, so there's a tendency to think of them as the same.

Part of it is the "hardness" of the syllables. Zero vs cero vs zéro, vs the confusing mass that is zero in Italian.

I hear less Spanish people say O, and I think that's because cero is pronounced almost as a single syllable. The r is short, and the O is said with almost no lip shaping.

Contrast that with French where it's distinctly zay-ro or zay-ruh with that nasal thing on the last syllable.

But, I have less exposure to French speakers (really only french Canadiens, a few cajuns and Creole, and whatever is on tv), so my sources could be skewed. Since all my experience with French speakers saying "oh" (usually with that nasal thing) is pretty much from people living in the US, it could be they picked it up from English.

My exposure to Italian amounts to chef boyardee and one exchange student

I have heard Germans do it when reading off telephone numbers, and I mean from Germany, not even living here in the states.