To directly answer your question, it is not uncommon for zipcodes to span county boundaries. And there are even a handful that span more than one state: https://gis.stackexchange.com/questions/53918/determining-wh...
To the broader question of why zip codes can be lacking for geospatial analysis, here's a real-world situation:
https://theconversation.com/how-zip-codes-nearly-masked-the-...
Here's a more broader essay from CartoDB: https://carto.com/blog/zip-codes-spatial-analysis/
Now for an address, I can geocode it up.
At the very least, if you do just need point-level info, you can get the centroids of the county shapes.
ZIP/postal codes are generally smaller (in the county I live in there are almost a hundred ZIP codes). I'm not sure they're even guaranteed to be entirely within one county either. We tend to think of ZIP codes as boundaries but they're actually delivery routes (which if you squint can be converted into boundaries by joining the properties that those routes serve together).
You might be interested in this article: https://carto.com/blog/zip-codes-spatial-analysis/
(I have suffered at the hands of zip-codes-as-geographic-entities)
https://raw.githubusercontent.com/bgruber/zip2fips/master/zi...
Check out ZCTA crosswalk in US census.