Mandriva policy is to ship compressed man pages. As zshall.1 just does 
".so zsh*.1" for other manpages, it fails and zshall actually contains 
only preamble.

I could work around it locally, but just wanted to know how widespread 
compressed man pages are?

Looking in groff manual I do not see any possibility to include output 
of external program, so unfortunately uncompressing on the fly is 
probably out of question.