executable files have headers, so the important stuff is at the start of the file.
zip archives have footers, meaning the important stuff is at the very end of the file.
So...:
[EXE header][EXE data][ZIP data][ZIP footer]
I would say that yeah, it probably needs to parse the file structure found in the footer, otherwise it would literally not be able to read anything from them; i'm just saying it's not hard finding the literal end of the file.
Me and my stuff True Neutral Aspirant. Why, yes, i do indeed enjoy sarcastically correcting others when they make the most blatant of spelling mistakes. No bullying or trolling the innocent tho.
Indeed, LÖVE is completely agnostic about the executable headers of any particular operating system it runs on. It reads the ZIP footer. Fused executables work with Linux ELF too, for example.