Just started playing Galio but had question about build

I notice that most stat sites suggest Zhonya's second. I was curious why is this considered so core? I understand AH is definitely great for him, but it feels like you could go more damage/utility early and get more out of the 2 burst cycles you have in a team fight.

That being said I just started him recently and was curious if I'm missing something obvious about Zhonyas with him.