I believe this is a bug with the Zoom App Marketplace. Instead, please visit https://marketplace.zoom.us/docs/sdk/native-sdks/web and follow one of the install guides there, neither of which will require you to download any files. You can use NPM or CDN to serve the Web SDK.
Thank you for reaching out to the Zoom Developer Forum and for reporting this issue. I can confirm that this is a known issue we are working to resolve ASAP.
In the meantime, as @alexmayo indicated, you can follow the steps here in order to install and use the Web SDK.