they could be too hot and dry or too wet. any sign of mildew?
could you add a picture?

If they are still very small ie only one pair of true leaves, it could be the damping off fungus which attacks seedlings. This usually starts on one side of the seed pan and works its way across, slaying as it goes. I hope it isn't that.

It's probably damping off. I also grew zinnias inside and just planted them outside in the garden. ALL of the seedlings died - some got eaten, others just flopped. I then just directly sowed more seeds into the ground. Those are all doing well and growing very quickly. That's my advice...just sow new seeds directly into the garden where ever you want them to grow. They will spring up in about 5 days, then just take off. Sow a few more new seeds every 3 weeks until mid August. That way you'll always have fresh new plants coming up. Bees & butterflies will be everywhere.

If you do sow outside wait until the evenings are warmer, its still too chilly.