Hello,
This behavior is by design. However, thank you for the suggestion, we will consider adding the action.
As of now, you can use the following PowerShell script to archive home directories of linked mailboxes in Business Rules, Custom Commands and Scheduled Tasks:
$Context.TargetObject.ArchiveHomeDirectory("\\server\Share\%username%.zip", 1)
For details, have a look at method ArchiveHomeDirectory in the following SDK article: http://adaxes.com/sdk/?IAdmUser3.html.