A recurring theme in topological matter is the protection of unusual electronic states by symmetry, for example, protection of the surface states in Z2 topological insulators by time reversal symmetry [1-3]. Recently interest has turned to unusual surface states in the large class of nonsymmorphic materials [4-11]. In particular KHgSb is predicted to exhibit double quantum spin Hall (QSH) states [10]. Here we report observation of a novel feature of the Hall conductivity in KHgSb in strong magnetic field B. In the quantum limit, the Hall conductivity is observed to fall exponentially to zero, but the diagonal conductivity is finite. A large gap protects this unusual zero-Hall state. We propose that, in this limit, the chemical potential drops into the bulk gap, intersecting equal numbers of right and left-moving QSH surface modes to produce the zero-Hall state.