Experiences. One big one is that most Millennials were hit by 2008, while Gen Z wasn't, but at the time we believed what we were told that 2008 was an aberration and things would get back to normal. We were also raised in the "go to college and you'll be set for life" era, so we were given expectations that were then ripped away by rapid change.

Gen Z didn't believe anything they were told to begin with, because while Millennials grew up in the 90s and early 00s and got some optimism in our culture, America has been a polarized, rapidly-changing nation for pretty much all of Gen Z's time.

The tl;dr I'd say is: "Millennials had our expectations dashed, and Gen Z didn't build up the expectations to begin with."

(Note that I'm not commenting on whether this rapid change is good/bad/malicious/whatever. Just that how we've planned for and lived our lives has changed a lot in the last 15 years.)