zgrep does create a temporary directory to store the grep search pattern, but only if the pattern is passed via `zgrep -f`, and only if the pattern passed in is not a regular file (i.e. `zgrep -f <(echo "foo") some_file.gz` would create a temporary file with the contents "foo", not with the contents of some_file.gz, and `zgrep -f pattern_file search_file.gz` would not create any temporary file)
