ArcGIS Online requires zipped shapefile or geodatabase to add it in ArcGIS Online/Portal.
In this case, there are data, which does not recognize ArcMap/ArcGIS Pro.
I think it would be intresting if ArcCatalog/ArcGIS Pro could look inside zip files and access zipped content as layer (shapefiles, geodatabases) read-only directly.
Similar idea: https://geonet.esri.com/ideas/7857