Mate I saw the blind leading the blind and had to step in. You could have actually opened some exes on Linux as the other guy suggests. In fact I am surprised you never noticed your system presenting that option. It just isn’t actual proof of what they said, even if it appears like it. In fact I am a bit lost how neither of you realized something weird was going on. On what planet would an executable format being a zip file make any sense? Exes actually can include several executable formats.
There are things like self extracting archives that make this all more confusing. They are basically an archive with an extraction program in the same file. Installer exes work in a similar way too. Not all exes can be extracted since not all of them contain secret hidden archives or extra resources.
There actually are tools to show you the contents of an executable file, and you could probably learn a lot by using one. They contain more than just a blob of machine code like one might assume. Often they contain data as well, and instructions and information on how to load the executable like what memory layout to use.
I am annoyed that people upvoted the other guy without double checking as well. Now we have more people walking around spreading misinformation just because of some guy on Lemmy. This is why things like climate change become contentious issues. People come to their own conclusions based on partial information, and since it appears to make sense without proper investigation it gets spread around like wildfire. It’s only when you actually know what’s going on at a deeper level that it becomes possible to spot the flaws in the reasoning.