My hope was to simply have zip files of each of the games that I could download and run locally.
Construct games work offline once they've loaded. So serving from HTTPS doesn't sound all that different to just downloading and loading zips. So maybe you could just use a server after all?
Im curious though, you mentioned not supporting the file:// protocol, but isnt the macos * ios exports utilizing that?
Not any more - we moved to an app: scheme using WKURLSchemeHandler a couple of years ago to get off the restrictions of the file: protocol. Even before that, we had tons of ugly compatibility code in Cordova mode to handle all the problems of running on file:.