Drop the files in and get one archive back. Useful whenever something will only take one attachment, and useful on a phone, where making a ZIP is otherwise most of an afternoon.
Result
files
Because those files were already compressed. JPEG, PNG, MP3, MP4, and most PDFs carrying photographs have had their redundancy removed already, and a second pass has almost nothing left to find. Zipping them is still worth it — you get one attachment instead of nine — but the saving will be a percent or two, and the result says so rather than implying otherwise.
No, and that is a decision rather than a gap. ZIP encryption is weak enough that offering it would be offering false comfort, and the visitors most likely to reach for it are exactly the ones with something worth protecting. Encrypt the document instead — the password tool here uses real AES-128 and re-opens the finished file to prove it worked.
Yes. iOS and Android have both opened ZIP files natively for years, as have Windows and macOS. That is the whole reason this makes plain ZIPs and nothing more exotic: the point of an archive is that the person receiving it can open it.
No. The compression and the archive assembly both happen in this browser tab. You can confirm it the same way you can confirm it anywhere else on this site: open the network panel, or disconnect after the page has loaded and watch it keep working.