Hmm, i'm quite sure in vanilla Arch physfs package is compiled
with zip support.
You may try to get the official Arch physfs package
[i686] [x86_64], or get the Arch
PKGBUILD and compile the package yourself, or build
physfs-hg from AUR and see if it helps (and if the game works on physfs-2.1.0).
Or maybe it's all wrong and all you need is to install zlib or something like that?
Anyway, all stuff installed from packages
should work and pull all necessary dependencies. Probably you should make a bug report to package maintainers of your distribution?