The reason the files are in a zip format is manyfold. Here are a couple
One it compresses them to a smaller size which saves on bandwidth for the site. Sites cost money to run and some charge on bandwidth used.
Two: The smaller file size makes downloading quicker, especially for those on dial-up like myself.
Three: the zip programs allow you to test the file. They usually inform you if the file is corrupt which is handy as sometimes the files cut off early when downloading.