true
do elaborate
I think jEdit can. Wonderful program.
You're spreading misinformation: This is nothing to do with the editor
I work out of zip files quite a lot with Sublime Text 2, but if I open the zip file using Windows Explorer then open the file inside it, it cannot be saved. This is because Windows Explorer doesn't copy the file over to a temporary file outside the zip, so attempting to save into the zip fails. WinRAR copies extracted files to a temporary directory then watches them and prompts you to save the changes into the archive if they are changed, rather than having your editor attempt to write them to the zip directly.
I'm sure that if an editor were coded with zip functionality inbuilt, it could write into the archive. Most editors don't have this, because most people use WinRAR or 7zip for archiving because the Windows Explorer zip functionality is less than optimal.