Yes, I know, the same people who zip (.zip) a zip (.pk3), right?
the hud file doesn't have to be in a .pk3
Neither does anything else. The differences are that zips take up less space and take slightly longer to access (and that if you replace all your pk3s with their contents, you won't be able to play on servers with sv_pure=1).
vms-1.1.0.pk3, data-1.1.0.pk3, all of your maps, ... None of it needs to be in a pk3. If Chompers's crosshairs was distributed as a pk3, more people would probably use and mirror it.