One of the big reveals in Captain America: The Winter Soldier is that HYDRA has grown inside of SHIELD, starting when Zola had been recruited. Zola was a known HYDRA agent during the war, why would they extend any trust towards him, let alone thinking him important enough to preserve his brain in a database? Why was he not, instead, in prison for war crimes?
This transfer of German (even Nazi) scientists has a basis in reality.
The Germans had brilliant scientists during the war and the US and other powers were willing to..erm...overlook their possible crimes to gain a geo-political advantage over other powers.
Operation Paperclip was a secret program of the Joint Intelligence Objectives Agency (JIOA) in which more than 1,600 German scientists, engineers, and technicians, such as Wernher von Braun and his V-2 rocket team, were recruited in post-Nazi Germany and taken to the U.S. for government employment, primarily between 1945 and 1959; many were former members and some were former leaders of the Nazi Party.
The primary purpose for Operation Paperclip was U.S. military advantage in the Russo–American Cold War, and the Space Race. The Soviet Union were more aggressive in forcibly recruiting (at gunpoint) some 2,000 German scientists with Operation Osoaviakhim during one night.
Paperclip is specifically referenced by Black Widow when they discover Zola's bunker at the old Army base. Zola tells them he was actually recruited by SHIELD..."they thought I could help them".
Recall also though that S.H.I.E.L.D. has had HYDRA agents within it's ranks practically from it's inception (the whole point of The Winter Soldier movie).
It's more likely than any preservation of Zola's mind was done at HYDRA's instigation rather than SHIELD itself.