Safari - How to retain downloaded zip files?
Safari doesn't handle the unzipping itself, it simply opens the zip with the default program, which is the OS X Archive Utility, unless you've changed it.

By default, Archive Utility shouldn't delete zip files, but it's possible the preferences got changed. To stop the archives from being deleted, open Archive Utility, located in /System/Library/CoreServices/, then open its preferences.



Change the After expanding: setting to leave archive alone.