The self extractor by rpgmaker is bad in compression. You should consider ditching it entirely, even more so, if you intend to release the exact same version as a zip. The self extractor has no benefit that I can see. Windows comes with built in zip support and you cannot run the self extractor on non windows.
I have no clue about rpgmaker, but you might want to use some kind of resource files that are archives to hold all those thousands of small files and folders in. I initially thought you did what I have seen elsewhere: pack a big executeable game file, that does not uncompress, but run.
You might have exported that zip different, because the self extractor did not uncompress 6k files and 2k folders.