BLD: Make sure to copy ZIP files for parser tests (pandas-dev#18108)

Follow-up to pandas-devgh-18091.

Author: gfyoung

setup.py

@@ -758,6 +758,7 @@ def pxd(name):
                                         'parser/data/*.bz2',
                                         'parser/data/*.txt',
                                         'parser/data/*.tar',
+                                        'parser/data/*.zip',
                                         'parser/data/*.tar.gz',
                                         'sas/data/*.csv',
                                         'sas/data/*.xpt',