TiN,
you obviously get the same behaviour, i.e. an attenuation of the instability of R1 of about 630.
(dR/R = -11857ppm, dU/U = +18.7ppm)
To first order, R1 together with the transistor constitute a constant current source for the zener diode.
The change of R1 changes this zener current, and so you can calculate the zener diode differential resistance, in this case, that is 2.97 Ohm (*)
That explains the very small influence of R1.
The datasheet specifies a change of typical 80mV, maximum 240mV by changing the current from 1mA to 5mA.. From that very big change, one would calculate 20..60Ohm for the differential zener resistance.. maybe LT has taken this value for the stability calculation.
As the LT references seem to be manufactured very similar, I assume also, that this is a generally valid result.
And yes, please, repeat that measurement with LTZ1000, as I also have 5 EA waiting.
Frank
(*) 0.45V Ube assumed