Intuition behind calling Zero for else branch of if..then construct in computation expressions

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The msdn documentation for the Zero method in computation expressions states that

Called for empty else branches of if...then expressions in computation expressions.

Assume we're using an identity computation builder which does not have Zero defined.

let IdentityBuilder() = 
    member this.Bind(i, f) = f i
    member this.Return(i) = i

let identity = new IdentityBuilder()

The code below is allowed

identity {
    printf "Hello World"
    return 1
}

However, the following code is not allowed and fails with the compiler error

This control construct may only be used if the computation expression builder defines a 'Zero' method

identity {
    if true then printf "Hello World"
    return 1
}

Why does the compiler insist on calling Zero for else branches? What is the intuition behind this?

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mrmcgreg On BEST ANSWER

Whether or not an implementation of Zero is needed is determined by how the if statement is translated into function calls from the monadic syntax. If both branches of an if are syntactically computation expressions then the translation does not involve Zero. In the case that one of the branches is not syntactically a computation expression or is missing the translated expression involves Zero.

I'll go through the cases.

Both if and else are syntactically computation expressions

identity {
    if true then return 1 else return 2
    return 1
}

translates to:

identity.Combine(
    if true then identity.Return(1) else identity.Return(2), 
    identity.Return(1)
)

A branch is missing

identity {
    if true then return 1
    return 1
}

translates to:

identity.Combine(
    if true then identity.Return(1) else identity.Zero(), 
    identity.Return(1)
)

Both branches are specified but they are not syntactically computation expressions

identity {
    if true then printf "Hello World" else ()
    return 1
}

translates to:

identity.Combine(
    if true then printf "Hello World" else (); identity.Zero(), 
    identity.Return(1)
)

The last case is somewhat interesting because the translation takes place even if the if statement returns a valid monadic value the translation using Zero still takes place. The last case also applies to an if without an else when the then part is not syntactically a computation expression.

EDIT: I recently did a little more research and figured out that my original answer was incorrect.