It's an ecrypted zip file with your keys inside. With a good password, you can move the zip around without revealing your keys. 

Picture this: Person downloads Damus, creates an account and wants to transfer the key to their desktop. They can create an encrypted zip, email to themselves, bring that file to a less safe desktop and use it to log into a Nostr extensions. 

If they did that with just the nsec, all of the email servers would have had access to the key.