What you have written accords with my understanding of CBZ/CBR.
You could convert the EPUB to ZIP. My default comic book viewer, Honeyview, can open ZIPs, and it ignores non image files, I'd be surprised if other comic viewers weren't similar.
I can't think of a built in way to rename a ZIP to CBZ from within calibre - you'd need to copy the ZIP somewhere, rename it to CBZ and then add it to the book and delete the ZIP. This is what I'd do - open the book folder, drag the ZIP to the desktop, close the book folder, rename the ZIP to CBZ, drag it back to the Book details panel and then delete the ZIP.
For a bunch of books you could use the command line ebook-convert tool to do the EPUB ->ZIP conversion, and do the ZIP->CBZ rename in a .BAT or Powershell script. See ==>>
Command Line Interface
BR