Well, no. It doesn’t at all if you fake the headers. You could currently access the PHP file with a faked header to create a backup and then download the ZIP also using a faked header.
BTW: Another backup solution that comes to my mind is the Git-commit-and-push-content plugin. You can use that to create a backup on a remote Git server in the same moment any content is changed in the Panel.
I know that this isn’t as easy as downloading a ZIP, but on the other hand users won’t need to do anything manually.