Zip is a lossless compression format (ie. no quality/data is lost during compression, merely converted to 'kind of shorthand', and when unzipped the resulting file(s) are identical to what they were before being compressed), whereas say JPEG is a lossy compression format so data is lost when converted to that format.
You can search for 'lossy' and 'lossless compression' to read up more about this. Learning how the JPEG format works is quite interesting IMO.