When enemy team has all AD and you stack armor
but they win because they have zed/yi
but they win because they have zed/yi
Yi I can kinda understand; he does massive true damage and good magic with sated devourer. But Zed? His only mixed damage is his passive (which he can't build penetration for), and the rest of his damage is all physical. Even with penetration he's mainly burst, making armor and tankiness let you survive to retaliate easily.
You forgot 
"All AD"
No, you were 3/5's AD. Not all AD.
Your team got crapped on and zed/yi snowballed. Deal with it.