Mercury is a rather special case, which cannot be compared to Zn and Cd. Mercury (Z = $80$) belongs to the heaviest elements of the periodic table. Pekka Pyykkö's calculations have shown that nuclei having more than $70$ or $75$ protons are surrounded by electrons whose orbital velocity is not far from the velocity of light, in the Bohr's model. Of course the Bohr model is wrong, but similar calculations have been done without Bohr's model, which show that outer electrons have a relativistic behavior in the heaviest atoms. When a particle velocity is not far from the velocity of light, its dimensions become smaller. So when electrons become relativistic, they become smaller and tend to stay nearer the nucleus. Seen from outside, relativistic electrons "disappear" inside the "outer shell" of non-relativistic electrons. This effect is dependent on the total of the quantum numbers n+l.
Mercury atoms have the electronic configuration $\ce{(Xe) 4f^{14} 5d^{10} 6s^1}$. The corresponding n+l values are rather high: $4+3=7, 5+2=7, 6+0=6$. So these electrons are "absorbed" under and inside the corresponding xenon orbitals. For approaching atoms, mercury looks like a sort of "heavy xenon". And xenon is a gas with a boiling point at $161$ K. This is why mercury is "nearly" a gas: it is a liquid with a relatively low boiling point, compared to other metals.
Ref. Pekka Pyykkö, Jean-Paul Desclaux, Relativity and the Periodic System of Elements, Accounts of Chemical Research, Vol. 12, No. 8, August 1979, 276 - 281.