The Zeeman effect is the change in energy of a system with a permanent magnetic moment in the presence of an external magnetic field. Consider electrons for example. In general, in $B \neq 0$ electrons with $\mu$ aligned with $B$ will experience an increase in energy, while electrons with $\mu$ antiparallel to $B$ will experience a decrease in energy.
My question is why aren't electrons with $\mu$ antiparallel to $B$ forced to change their spin orientation, since a decrease in energy is favourable? Is it because of the Pauli exclusion principle? And does this imply that energy increase due to the Zeeman effect is only observed in systems where all energetically favourable states are already occupied?