Even if there isn't a big space savings for images, there still would be for my data files.
Also being able to download one file rather than 50+ would make managing my games much easier. Just a simple card game requires 52+ images. One of my upcoming games will require image sets of around 100 images per set. As I work on pushing the limits of what roku can do, I will be working with more & more images for a single game. As my image count goes up, http overhead gets worse if I have to download each image individually.
If zip bombs are a big concern, I could work with something like tar. I'm just thinking that the box already has built in support for zip.