It's not zipping that compresses a video file, it is the encoding.
The videomaker decides how much to compress when choosing the RealVideo or WindowsMovie file sizes. Many of the earlier music videos found on Anne's site were very compressed and show up in small, realplayer format.
If the videomaker chooses a larger screen size and better resolution, the files get pretty large. It takes a lot of bandwidth and webspace to put up a lot of options (different size files for different downloads) and most people have access to the faster downloads and wouldn't be as happy with the results.
I wish it was up to each downloader to decide what quality they would like, but at the moment, it only affects how long it takes.
Can you leave it on all night and have a happy surprise in the morning?