Mal would be shocked to hear it, but the truth is that Zoe needs Wash just as much as the Captain needs his first mate.
Since either Mal or Zoe can remember, she has been his silent second, actions sounding louder than her decided lack of words, anything she does say acting as a springboard for Mal's own needs, be they vocal or more action-y. And he's always been 'Sir' to her, even in the most dire of situations.
Mal hears her words, but he doesn't listen; neither of them need him to.
But Zoe does need someone to listen rather than just hear, and that duty falls to Serenity's pilot.
Wash is everything Mal isn't: he's loud and informal, he's goofy and a follower, but best of all for Zoe, he's a listener and a lover.
He listens to what she says and knows what she's really meaning, and so he understands that when she says that she's going to take his clothes off she truly is, but that what she realy wants isn't just his dazzling physique all naked-like... she wants his love.
And somehow, in someway, Zoe needs that - needs him - more than Mal, and that's why she wears Wash's wedding band, and why Mal never saw it coming.
There you go. Short, but it needed to be written. Hope that you liked it!
-Moksgmol