I'm not able to launch games stored in zip files when browsing Games source. Opening zip doesn't seem to do anything. Surprisingly everything works when done from File manager: I can browse zip contents and select rom file and Kodi presents a list of compatible emulators.
I tested this feature in Ubuntu with Kodi 20.2 from PPA and it worked. I'm able to browse zip and launch rom from inside:
LE version: 11.0.6
Device: RPi4