0: https://manifold.net/doc/mfd8/zip_codes_are_not_areas.htm
Yeah, but any analysis you're likely to perform is approximate enough that the fact that ZIP codes aren't polygons is basically a rounding error.
Plus, it's a lot easier to get ZIP codes, and they're more reliably correct, so you might still get better results, than you would going with another indicator that is either (a) less reliable or (b) less available.