If you open or run files inside such an archive, you may face: 10 Types of Social Engineering Attacks - CrowdStrike

Baiting . Attackers rely on human curiosity to trigger a download.

Zip files are preferred because they can be encrypted to bypass standard email scanners and security tools. Potential Risks if Executed

Compressed files like .zip often hide Trojans (which disguise themselves as legitimate files), Spyware (to steal data or monitor activity), or Infostealers targeting credentials and financial info.