What is the right way to launch tmux in Terminal.app on OS X

I have ...

if [ "$TMUX" = "" ]; then tmux; fi

... in my .zshrc which works great for ssh coections.

However, I have trouble with Terminal.app.

When I type exit, tmux closes, but I am left in an open window that says [exited].

I have to type exit again to close the window.

How do I invoke tmux in Terminal.app to avoid having to type exit twice?