Yeah, the idea was always "unpack in the right directory", with the "right directory" *always* being the USB root, for as much stuff as possible, especially if the package contains more than a single file.
The fact that 7-zip does dumb shit with compressed tarballs on Windows is, err, their problem? IIRC, p7zip does it right, and even on Windows, you can cobble something up with 7z's CLI. Some (if not all?) WinRAR versions may also be doing things right (as far as this is concerned, at least...

).
Otherwise, I guess you just have to live with it and simply do that with the uncompressed tarball you get after your first click.