Use whatever zoom setting you want for the composition you want, the markings are irrelevant.
As to why the marked focal lengths are chosen, often they correspond to common prime lens focal lengths within the range. For example, a 24-70mm lens might have intermediate marks for 35mm and 50mm, a 70-200mm lens might have intermediate markings for 100mm and 135mm.
Now, why are those the focal lengths of common primes in the first place (beyond historical accident)? It's not completely coincidence. Look at the aperture 'scale' - 1.4, 2, 2.8, 4, 5.6, etc. They increment by a factor of the square root of 2. The common primes (with some exceptions) increment by the same approximate factor: 24, 35, 50, 70, 100, 135, 200.