The ability is not removed from the stack when he leaves your control, and the stacked ability certainly does not become the opponent's stacked ability because he took control of the creature. As such, barring some unrelated
stifle/stifle-like ability, you would still cause life-loss equal to the number of zombies you control when the ability resolves.
Since he is a zombie himself, your opponent taking control of him would reduce the life loss incurred, but it would not
negate it (unless he was the only zombie you controlled).
Relevant ruling:
112.7a Once activated or triggered, an ability exists on the stack independently of its source. Destruction or removal of the source after that time won't affect the ability.