Microsoft's support for regular Zip files is a mixed blessing. On the one hand you can seamlessly open a Zip file and navigate through the directory structure. On the other hand, if you're not careful, you may think you're in an actual directory, and when you try to double-click to open or edit one of the files, you end up in a confusing world of temp files.

tl;dr I wish Microsoft would make it more obvious when you're navigating a compressed file (and thus not a native directory).