It's "easy" for a two-year-old stakes horse to be undefeated: win a maiden race and it's on to a stakes. Champagne Stakes favorite Uncle Mo is undefeated as is Wonderlandbynight (via an eventual DQ from her career debut) in the Darley Alcibiades.
Wickedly Perfect is not perfect. She lost the Darley Debutante last out as the favorite. Stay Thirsty isn't perfect either. He's lost twice already, and the horse who beat him, Boys at Tosconova, didn't win his career debut.
Zenyatta won all those types of races, of course—career debut, stakes debut, Grade 1 debut, dirt debut, stretching out, etc. Oh, sure, she didn't race as a two-year-old, but neither did Bernardini, and while he was good enough to win the Preakness Stakes in just his fourth career start he wasn't able to win his career debut.
Like any devoted racing fan, I'm always in search of the next big thing—The NBT that can be a BFD. I like following undefeated horses, and barring that I like long win streaks. All those wins in the right column of the center portion of past performances just looks pretty. That's why it's easy to get excited about two-year-olds: they're the most likely group to be undefeated.
Uncle Mo can go into the Breeders' Cup undefeated, and if he wins that then he'd be an undefeated champion just like Zenyatta (who's turned that trick twice and working on a hat).
Sometimes lost in all the ridiculous hyperbole about Zenyatta's accomplishments—e.g. "greatest horse ever"—it's easy to forget to appreciate her for the right reasons: Three seasons, each undefeated totaling 19 wins, including 13 at the Grade 1 level.
It's fun to look for the next great one in the PPs of a "salty" two-year-old race, but now there's a slight twinge of disappointment knowing that even if there ever is another one like her, it's hard to imagine that I'll be alive to see it.