You’re not missing much. A few modern file types are zips with expected folder structures, especially MSOffice files. But this is nowhere near universally true.

You can open a file in your text editor of choice and if you see it start with PK (for Phil Katz the creator of the format and the original PKZIP/PKUNZIP programs) then it’s really a zip.

Also, by the logic of the OP, all DLLs are EXEs.