I don't think you understand why they zip it. A game contains a .Exe (an executable, something that runs) but for it to run it needs data, codes or assets. This info is stored in files. So, in a zip you usually have all the data in open folders and an executable. To be able to send these files, they have to be zipped. If you can't download it, get a program that can. You are basically asking for a game that cannot run without it's data.