The zener diode is relatively low impedance (often in the 10 Ohms range). So there is no buffer needed in most cases. The buffer can be outside at least. In the early days it might have been attractive to have the amplifier or similar also at a constant temperature, but this is not such a big issue any more with modern OPs, well better than 1 µV/K. So it is more like keeping the power consumption inside the oven low, to avoid to much self heating.
40-50 C is not yet that hot: the LM399 is running in the 90-100 C range and the LTZ1000 is also usually run above 40 C, maybe 70 C.
The 40-50 C is about the lowest temperature one can keep constant with just a heater if the outside can go to 30-35 C.