I don't know if I would use that "feature" even if it was available. Assembling a handful of files into a ZIP-archive is a very simple task in Windows, or at least it is on my machines. (I don't recall if I had to do anything special to integrate the Windows File Mangler with 7-zip, or IZArc, or not.)
And there's a fair amount of variability in the ZIP-files you send off to the board fabricator. There's typically a "Readme.txt" file included, to provide metadata. And some fabricators want the files named according to a certain pattern, which may not be available in KiCAD. And you may not want to send all of your Gerber files to the board fabricator - some layers may contain assembly data that is used for internal documentation or sent to a contract assembly house, but has no meaning to the board fabricator; the Paste layers may get sent to a different vendor, to get stencils made, etc. I'm afraid that creating a KiCAD menu that could deal with all these possibilities would only lead to confusion among KiCAD users.