Zacian is Zamazenta’s older sister, and Zamazenta is Zacian’s younger brother. Fairy is a more feminine type, plus since she is based on Excalibur, her type could be because of Lady of the Lake.
The Lady of the Lake gave King Arthur the Excalibur. Plus, she was asleep in stone in the Slumbering Weald, which has fog, and foggy weather/mist is sort of related to the Fairy type.
And, mainly, because Game Freak said so!