You are erasing a file which was marked as compressed by NTFS, not just a zip file. These files are also compressed at the file system level. Because of the way the data is stored, Eraser cannot guarantee that the data is cleanly removed and as such refuses to erase them.
To get rid of them securely, you'll need to delete the file permanently and do an Unused Space Erase. While v5 had this feature, it was buggy and corrupted quite a few drives. Not to mention that it wouldn't work with Vista+ with UAC enabled...