Compress capture file creates issues?

edit

First of all ZIP is a lossless data compression format, so no, there is no data loss compressing a capture file.

For archiving purposes it may be beneficial to compress a capture file, so that it takes less space in storage, obviously.

Wireshark can read compressed capture files straight from disk. It uses ZLib for this, so unless the Windows ZIP implementation does something non-standard that should be fine.

If you use gzip compression, instead of zip, Wireshark is able to read the compressed file directly. Both gzip and zip uses lossless data compression, thus no data loss.

You may use a tool like 7zip to create gzip compressed files on Windows.