You did not do anything wrong. Your Paragon score was simply not high enough for that option to be available. The game clearly indicates that you are likely to not gain Zaeed's loyalty if you choose to save the refinery workers.
The amount of morality points is largely irrelevant. He/she just picked to many renegade options to have the proper ratio of
paragon points acquired/paragon points he/she could've acquired How important is Zaeed's loyalty? His inferno grenades are not very good. You can still get him through the SM without him being loyal, although a non-loyal Zaeed will die in ME3.
They are fantastic. Because of this:
-Inferno Grenade is one of very few powers that work reliably against enemies behind cover. Enemies that can be panicked by fire step out of cover for a period of time.
-The panic effect works through protection and is significantly longer than the usual stagger effect of using other powers against protected enemies.
Perfect against Husks and Collectors, wonderful against just about anything else.
The recommended solution for saving the refinery while still gaining Zaeed's loyalty is to import as many paragon points from ME1 as possible (up to a max of 190) and then do the mission very early in the game. The earlier the better since it will improve your chances of having enough paragon points to pass the persuasion check.
Because the ratio is higher than 1 at that point (or more than 100%, however you wanna put it

)