Any plans for native zip support

[vsub]

Yes but pcsx2 do that the first time your start pcsx2(if there is no memcards folder).

I think there is a small bug(or maybe that's how it works)with that feature.
Delete\Rename the folder and start pcsx2
PCSX2 will create the folder with the cards when you try to run the bios,game or just enter the Config=>Memory Card.
PCSX2 will compress the folder and the cards because McdCompressNTFS is enabled by default.

Disable that option(after closing pcsx2)and remove the compression on the folder and the cards(Properties=>Advanced=>uncheck Compress...=>Ok=>Apply or Ok=>the changes to be applied to the folder and the files)

Start pcsx2 and try to create new card and enable the Use NTSC compression option.
This will create the card and add compressed attribute to the folder and the new card but the other cards will stay uncompressed.

[avih]

...
This will create the card and add compressed attribute to the folder and the new card but the other cards will stay uncompressed.

Cool! hidden feature!

[rama]

Since NTFS folder compression works in the background, compresses games 90% as well as any other format and doesn't require any coding or any conversion or multiple copies of your games, it's easy to see why we don't implement new, bug prone, compressed files support.