I've seen one fully diamond armored zombie, one baby zombie with a full set minus the boots (both in the same world), and then my friend found a fully diamond geared Skeleton in our modded world. They are really rare finds, consider yourself lucky
Reminds me of the time I AFK'ed at my fish farm overnight and found a charged creeper the next morning...
I've seen mobs with diamond armor 6-7 times in my first world, out of around 195,000 mobs killed, mostly hostile mobs while caving.
To put those numbers into perspective, there is a 0.04287% chance of an armored mob having diamond armor, independent of difficulty (note that since 1.8 mobs never spawn with armor on Easy), which comes out to one in 2333 armored mobs, and one in 15551 mobs at the maximum regional difficulty on Normal or Hard since the chance of armor is up to 15% (prior to 1.8 the chance of armor was as high as 18.75% on Hard for one in 12441 mobs); since zombies are much more common than skeletons it is more likely that you'll see a zombie in diamond armor (actually, they have the same spawn chances but zombies have a much larger followRange, making then 2-3 times more common in my experience).
(of course, this does not include my modded worlds, where they, and (armored) mobs in general, are much more common; I've been finding one mob per week with diamond or better armor, and several iron armored mobs per day; in vanilla I see iron armor every few days. Other mods may affect these rates as well)
I made a grinder with several spawners I moved together using the Pistronics mod and it took about 60,000 zombie kills to get a set of diamond armor. Many will spawn but rarely drop the armor even with a looting III sword.