After some internal discussion, another potential solution emerged.
Instead of relying on the vtkRessourceParser to abstract the decompression, going one layer deeper, to the filesystem, may prove more usefull to end users.
Indeed, way too many formats rely on multiple file which would not be supported with the proposed implementation, as @Kenneth_Moreland pointed out.
This new solution would be instead mounting the archive in the host filesystem in a temporary directory.
This is a bit similar to what your desktop environnement is doing when navigating into a .zip in the file explorer.
Once the archive is mounted as actual filesystem, ParaView can interact with it as with any file, with the limitation that the filename may be a bit different and point to a temporary directory.
When ParaView closes or the reader is deleted, the temporary folder would disappear.
In theory this sounds perfect, however the implementation would be quite complex and we need to rely on a cross-platform tool to do the heavy lifting. Such a tool could be physfs.
Do not hesitate if you have any feedback.