In your circuit, the MOSFET is connected backwards.  The circuit works when power is applied correctly because the FET's internal body diode is conducting, bypassing the FETs channel.

In a high-side reverse-polarity circuit, the source is connected to the input and the drain is connected to the output.

As in your circuit, the gate overvoltage protection zener diode(s) connect between the gate and source.

But wait, there's more . . .

When a reverse-voltage is applied, the body diode can forward conduct.  So the FET will behave correctly with a correct input, and conduct incorrectly with a reversed input.

The solution is two p-channel FETs in series, with the two sources tied together in the center.  You get the high efficiency of "saturated" FETs, and the off-isolation of two back-to-back diodes when the input is reversed.  Linear Technology has a line of power protection ICs that use this configuration.  For example:

https://www.analog.com/media/en/technical-documentation/data-sheets/ltc4364-1-4364-2.pdf