Why are Zn, Cd and Hg not regarded as transition elements?

Because $\mathrm{Zn}$, $\mathrm{Cd}$ and $\mathrm{Hg}$ have a completely filled d-subshell ($d^{10}$) in their atoms and in their common oxidation state ($+2$), whereas a transition element has an incomplete d-subshell in its atom or in one of its common ions. They also lack the characteristic properties of transition elements, such as variable oxidation states and coloured compounds.