No, it is performed as a stream operation.
zgrep runs grep(1) on files or stdin, if no files argument is given,
after decompressing them with zcat(1).
If invoked as gunzip then the -d option is enabled. If invoked as zcat
or gzcat then both the -c and -d options are enabled.
-c, --stdout, --to-stdout
This option specifies that output will go to the stan-
dard output stream, leaving files intact.