Arrest and trial are only part of the legal process. An equally valid part of the process is the determination by the DA of whether the evidence warrants an arrest. In this case, the DA determined that no crime had been committed.
If there's evidence that the DA made a bad call, that should be considered and (if true) Zimmerman should be arrested and tried.
If the DA made the right call though, it would be incredibly wrong to arrest Zimmerman "for his own good" just so we can have a trial. The state should only arrest people that they believe are guilty.