I was listening to a very nice Naxos recording of Zemlinsky's "Seejungfrau" (Mermaid). However, I can certainly see why Mahler is, today, the more popular of these two composers. He clearly rebelled against that highly chromatic, 'post Wagner', harmonic style. The closest you hear Mahler come to that is, of course, his early cantata "Das Klagende Lied". Mahler somewhat incorporates a more chromatic harmonic style in his late works too.
The problem with staying in a highly chromatic (half-step) harmony is that key relationships become almost irrelevant. That, and the fact that you can't sustain a diatonic melody very long because the harmony is always shifting about underneath; thus precipitating the need for 'accidentals' added to melodic notes (sharps or flats that are outside of the key signature). Of course, some composers are better at this sort of thing than others.
For whatever the reasons, I find Zemlinksy, Wolf, Pfitzner and - later on - Max Reger, all a bit tedious (like reading my writing). Scriabin and Josef Suk find ways to be a bit more 'original' and interesting, in my mind. Still, all of these guys have been overshadowed by Mahler's more 'universal' style, incorporating everything that's ever been done, including a touch of chromaticism. I do like many of Scriabin's solo piano works.
Schoenberg, on the other hand, is an entirely different story. After his first three, highly chromatic and very 'heated' post Romantic works ("Transfigured Night", "Gurre-lieder" and "Pelleas & Melisande"), Schoenberg slimmed down and eventually left tonality altogether. For me, his greatest accomplishment is the highly concentrated, ultra-expressionistic chamber work with 'sprechstimme', "Pierrot Lunaire".