Zip, schmip.
Sounds like a pretty good idea to me. If it has to be forced, that's not as cool, but if people are requiring force in order to do it, then it's acceptable.
Can anyone imagine the hassle involved in downloading a Style that was individual files?
The bandwidth reasoning is also a valid one for me...we are storing these hacks on vb.org's server, so teducing the load on that server is just common decency on our part.