Yes, you got it right. LHA/LZX will preserve file attributes and decompress correctly on Amiga side; not sure about ZIP on Amiga, that's really weird...
IIRC, I also used WinRAR to extract KGWHDPacks, just to avoid slow AmigaExplorer.
When badly needed, I take CF from Amiga and make all bulk transfers via WinUAE. Both fast and reliable.
