Above your missing the wildcard * at the end:
sudo zgrep -i voltage /var/log/syslog*
Without it, your searching/grepping only in a single file (syslog) instead of all of them:
pi@ph5b:~ $ ls -1 /var/log/syslog*
/var/log/syslog
/var/log/syslog.1
/var/log/syslog.2.gz
/var/log/syslog.3.gz
/var/log/syslog.4.gz