I realize this thread is old and the original poster is probably not looking for an answer any more, but I thought other people stumbling upon this thread might still be interested.
tl;dr: ZIP-navigation - CDing into ZIP files via FTP/SFTP
I'm a developer working on EnterpriseDT's CompleteFTP server and I've just finished implementing a really neat feature that is related to this thread and about which I'm really excited. From version 7.1, CompleteFTP will support what we're calling 'ZIP Navigation'. When enabled clients will be able to change directory into a ZIP-file just like a regular directory. The exact way this works depends on how it's configured, but by default, for every ZIP file, say myfile.zip, in a directory a subdirectory will be presented called 'myfile.zip.folder'. Users can download myfile.zip as normal, but also have the option of changing into myfile.zip.folder and downloading individual files.