They live in the midnight zone for some sort of weird reason because that's where they will find seals.
They do not live in the midnight zone because there aren't any animals that live there that they can eat. Killer whales live in the sunlit zone, but they sometimes go to the twilight zone to hunt for food. Mostly in the sunlit zone though. There aren't any records of a killer whale going into the midnight zone.
They live in the midnight zone cause they do