You know, you're absolutely right! I counted about 5 times, then sleeved and counted again, and I STILL missed Zalax and Jakks stuck together! The cards are kinda stiff, but I've never been tricked quite so thoroughly before.
Got my copy today and had the same issue: 39 Cards instead of 40. And yes, I counted 4 times.
After searching in this forum - it was really the same matter: Zalax and Jakks sucked together. Phew!