Why does my voice teacher keep having me keep doing the exercise "zing ahhh" in a nasaly voice?

The excercise is meant to bring the sound and sensation to the front of your face in the upper pallet area. Your teacher wants you to feel this either because your placement is too far back and he/she wants you to place it more forward, or to help you to feel a forward placement in general. Make sure you are not singing from the throat. Hope that helps.