ZIP, by default, is a compression tool. It takes multiple files, creates an index of the files within and then performs compression on all the files combined (to allow for a better dictionary). The index and dictionary are "overhead" that exists for each ZIP file.
Sending multiple files, uncompressed, or sending multiple ZIP files (one for each file) will almost certainly be less efficient.
But if you shrink the "yardstick" down to an infinitesimally small size, the length, effectively, becomes infinite... and it's the same for all coastlines. They're all infinitely long.
Kickstart My Heart rocks.