The main problem with a zeppelin is the size of the balloon/gasbags. It acts like a massive sail.
As long as you are traveling with the wind then fuel use is very light. If you have to go against the wind, however, fuel use is astronomical because you have to push that massive sail against the wind.
So long as you could time flights to take advantage of prevailing winds it could be quite affordable.
But you're right... trains are one of the most economical of all transport systems. Very low friction from the metal wheels, aerodynamic, and the electric system not only uses little energy but also regenerates electricity on braking. Very efficient.
