That isn't a native Outlook feature. Such function is supplied by an add-in
such as ZipOut ( http://www.microeye.com/zipout/ ).
Maybe the add-in needs to be reloaded or enabled for that type of message
If it was Zipout that you were using then there's a FAQ that might help at
the link above.
Outlook doesn't zip up anything! That was some software you added as a
plug-in to Outlook. Only you know what that would be since you didn't
identify it to us. Lots of software provides an add-in to provide
zipping up attachments: QuickView, PKzip, WinZip, etc.
Tools -> Options -> Other -> Advanced -> Add-ins (or COM plug-ins)