Here’s a specific reason this is a bad idea:
This will likely[*] cause Microsoft SmartScreen to fail to gain “trust” for your EXE Zip file (since it’s looking for a windows EXE inside the zip, but is going to see all sorts of other things).
[*] Note I say “likely” because nobody (including Microsoft) seems to know how their SmartScreen actually works, you can read more about it here: Microsoft SmartScreen and OV Certificates - #12 by Mike_D