Easy answer is that some viruses do use encrypted zips to hide malicious code from antiviruses. There's most likely somewhere in exe files, code with password for it as well as instructions to import what's there and do something in the system. But talking about potential viruses here is like praying to a god at science fair.
And no, antivirus won't detect anything by scanning that zip file because of encryption. Unless there's password provided, only way to detect anything is by just waiting and hoping active protection does it's thing. So good luck to everyone that played the game.