The non-linear zero-differential resistance state (ZDRS) that occurs for highly mobile two-dimensional electron systems in response to a dc bias in the presence of a strong magnetic field applied perpendicular to the electron plane is suppressed and disappears gradually as the magnetic field is tilted away from the perpendicular at fixed filling factor $ u$. Good agreement is found with a model that considers the effect of the Zeeman splitting of Landau levels enhanced by the in-plane component of the magnetic field.