Consider a photon gas in equilibrium with a material cavity (something like a furnace). Why exacly the chemical potential of those photons is zero? The usual handwaving argument is 'because photons are easily created and destroyed' whatever that means. Hydrogen and Oxygen are 'easily created and destroyed' too in the chemical reaction H2 + O2 = H2O but we don't set their chemical potential to zero. So what is your explanation?