I went across some sort of limitation in ASP.NET. I reduced the problem into a sample project in ASP.NET MVC Project (created with Visual Studio 2010 and .NET 4) and the problem
If you are saving a file do the OutputStream so you have to disable the buffer at a line before the .Save command, like this:
Response.BufferOutput = false; -- <- Must include this line before the Save method _zip.Save(Response.OutputStream); Response.Flush(); Response.End();