It's non-trivial to implement. FFview has a library to make it easier, but I haven't looked into it. The biggest problem is getting the external image loading libraries to load the files properly.
Personally, I've long since gotten into the habit of just unpacking all archives. Reading files out of a zip will always be slower anyway, and more cumbersome if you want to use the files for something other than just reading.
He's Fred, Jim.