That’s suspicious!
At least it is if the password to decrypt the ZIP file is contained within the email – when you’re sending something secret you would send an encrypted ZIP file as an email and then send the password through some other means. Such as a phone call, or a text message.
If you get an email with an encrypted ZIP file with the password in the email, in all likelihood it is malware inside the attachment. There are plenty of email services that virus check attachments but they can’t make much headway with an encrypted archive containing the malware.