Bear in mind that while Mail by default shows images in line (i.e, you can see it in the message) when it arrives at the windows target it will be either visible as an image inline or as a file attachment, depending on how the RECEIVER has email set up. Now, on your end, instead of zipping it, you can also just right click on the image and select to see "View as icon," but again, that's only on YOUR end. The receiver may have it set to show images or not, which you cannot control. That "View as icon" option is available, by the way, if you click on the paperclip icon to attach an image or if you drag an image from the file to the body of the email message. Both get sent as an attachment.
That's just how email works.