Allen W. Ellis writes in his article Yes, Sir: The Legacy of Zeppo Marx (The Journal of Popular Culture, Vol. 37, No. 1, 2003):

"Indeed, Zeppo is a link between the audience and Groucho, Harpo and Chico. In a sense, he is us on the screen. He knows who those guys are and what they are capable of. As he ambles out of a scene, perhaps it is to watch them do their business, to come back in as necessary to move the film along, and again to join in the celebration of the finish. Further, Zeppo is crucial to the absurdity of the Paramount films. The humor is in his incongruity. Typically he dresses like a normal person, in stark contrast to Groucho's greasepaint and 'formal' attire, Harpo's rags, and Chico's immigrant hand-me-downs. By most accounts, he is the handsomest of the brothers, yet that handsomeness is distorted by his familial resemblance to the others — sure, he's handsome, but it is a decidedly peculiar, Marxian handsomeness. By making the group four, Zeppo adds symmetry, and in the surrealistic worlds of the Paramount films, this symmetry upsets rather than confirms balance: it is chaos born of symmetry. That he is a plank in a maelstrom, along with the very concept of 'this guy' who is there for no real reason, who joins in and is accepted by these other three wildmen while the narrative offers no explanation, are wonderful in their pure absurdity. 'To string things together in a seemingly purposeless way,' said Mark Twain, 'and to be seemingly unaware that they are absurd, is the mark of American humor.' The 'sense' injected into the nonsense only compounds the nonsense"