You're missing the point. The point is to make it harder for scammers. Yes, I can safely extract files but on many systems if you double click a zip instead then there you go. Either way, it is always best to not download when you don't have to.
The question here is "is there a reasonable alternative that doesn't require the user to download." The answer is unambiguously "yes" and unambiguously has higher utility.
The question here is "is there a reasonable alternative that doesn't require the user to download." The answer is unambiguously "yes" and unambiguously has higher utility.