Thanks for the suggestion.
I thought about it. The extra driving from Vegas to Zion + driving back to Vegas from Yellowstone are wasteful too. It will buy me 3 - 4 days but price is $800 air tickets + van rental for two weeks.
I am not neverous about driving. The comparison makes me think driving is more efficient.
In the future, I may fly as you suggested with friends and go explore the area one more time.
Thanks!