As far as I can tell the single zip downloadable versions stopped being published after 2020. I grabbed a copy of the 2020 zip from the Internet Archive and turned it into a GitHub repo here: https://github.com/simonw/cia-world-factbook-2020/

Just in case anyone else wants to poke around and discovers there appears to be archived versions after 2020[1]... don't bother. They all 404. At a guess: There were links to them in anticipation of creating updated zip files but they never got around to it. Lame.

[1] https://web.archive.org/web/*/https://www.cia.gov/the-world-...