Not only noise.
Most pedals work at 9V, so 1/2 supply is 4.5V.
Standard zener values are 4.3 and 4.7, which can be used, but you'll get less headroom and a slightly assimetric operation. It works, but a voltage divider with resistors works better and is cheaper.
So it's not only a question of noise. If you use zeners, your circuit will be worse in ALL specs.