The easy route to solve this would be to change the default application through the file manager. Right-click on any .zip file, go to properties -> Open With, select Archive Manager and click on "Set as default":
However, pay attention to the text at the top:
Select an application to open "test.zip" and other files of type "Zip archive"
It should be clear that this file association is with Zip archive files. Now, you can do the same with an existing .mscz file; again, pay attention that it specifies the file type:
I didn't need to change anything else upon installation and a quick test. If for whatever reason this doesn't work for you, then you can attempt the steps from the MuseScore thread linked above.
For some inspiration, here's a similar issue but with another program: