Yeah, I think the website must look specifically for 'index.html' to know where to start. Something weird like that. Name the file BEFORE creating the zip folder, though, because you won't be able to change it once it's zipped. Good luck!
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Try unzipping the folder and then playing it. The images should work that way. It didn't occur to me until a few minutes ago that it was even possible to launch the game from inside the zip folder, but then I went and tried it, and sure enough the images didn't work that way. I'm a relic of an older time when the contents of zip folders were impossible to access without unzipping first; using files that are still zipped is completely outside my mental box, you know?