REGR: to_csv created corrupt ZIP files when chunksize<rows
- [x] closes #38714
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

When `ZipFile`'s `write` is called multiple times, it will create multiple files within the zip file (with the same filename).

Edit: This also happens independently of `chunksize` as https://github.com/pandas-dev/pandas/blob/master/pandas/_libs/writers.pyx#L14 calls `writerows` multiple times.