His mouth is sealed shut by ice. And don't say that he simply can't, because that ice appeared because some of the freezing energy he generates. If he generates massive freezing power inside him, then he should be able to use frost breath, just his mouth is sealed shut. But the fusions have their mouths uncovered, you might say. Well, perhaps the power of fire or electricity sort of takes away the pure frostiness of frost breath. Just a theory. ;)
(I must admit it works better for normal and white kyurem, electricity wouldn't really do that to ice, but maybe Zekrom has special electricity. Whatever, it's fiction anyway.) _('-')_/