As far as I know Seafile first creates an on-disk zip file before transmitting it. Depending on the number and size of the chosen files and of course the performance of the server this can be very time-consuming and may even lead to timeouts on slower servers. Here’s my wish: implement on-the-fly creation of zipfiles without writing anything or at least start streaming immediately.
I’d even say that most users don’t particularly care about compression, zip download is mostly a means to download multiple files in one go. So if this feature were easier to implement without compression it could still be an interesting feature!