I wonder if the zip download of favorite pictures could be used to cause high load/bandwidth on your server. I think that big galleries will easily use some hundred MBs diskspace. Ok, it is really time consuming to add every picture to your favorites, but there are people with too much time and with an unbelievable desire to harm other people. And I think some sites use coppermine for presenting videos, too.
Is there any download limit in place for zip downloads? If not, do think that my worries are justified and there should be a limitation in future versions?
Why don't you just turn that option off if you're concerned that it will burn too many resources.
In my opinion it is a nice and handy feature. I think I will use it anyway. It is not likely that anyone is going to abuse it, because it takes a while until you have added enough photos for causing problems. At least if you do not have high resolution pictures and videos.