It should be noted, when Safari deletes an extracted archive, it isn’t
deleting it; it’s putting the archive in the Trash. You can just turn around and fish it back out. That’s one of the Trash’s roles in macOS: to serve as a place for the OS to put things that you probably don’t want, “but if you do, here’s an opportunity to grab them before they’re gone.” (I’m honestly surprised that every time you Cmd+C, the previous contents of the clipboard don’t end up as a file in the Trash. It’d be perfectly in line with the metaphor they’re going for.)
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Also, fun bonus fact re: checksumming:
Apple uses the https://en.m.wikipedia.org/wiki/Xar_(archiver) file format for their own software downloads (e.g. App Store downloads; and developer-tools packages from the Apple developer website; and downloading Safari extensions, before those were rolled into the App Store; etc.). Despite Apple being seemingly the sole user of .xar, it’s not an Apple-specific format; rather, it’s developed by OpenDarwin. So you can use it too (for, at least, your macOS-targeted downloads), if you like.
A .xar file contains embedded checksums (both for the archival representations of each file, and for their extracted representations); when Safari auto-unpacks a .xar, the .xar unpacker (Archive Utility?) verifies those checksums as it does so. IIRC, if the verification fails, the extraction stops, what has been extracted so far is deleted, and the user is told the archive is broken and asked whether they want to keep it or move it to the Trash.
A neat thing about .xar extraction, is that it seemingly tags the extracted files with an xattr declaring that they’ve already been checksummed. Apple ships applications like “Install macOS Whatever.app” as a .xar containing an .app bundle containing several mountable .dmg files; normally those .dmg files would do their own checksumming when they mount, but since they came out of a .xar, they know they’ve already been checksummed recently, so they just skip the internal checksumming step. (I think this is one of the main reasons Apple chose to move to .xar; they wanted to be able to make the macOS Installer run faster, by having it not have to do any checksums of its support .dmg files during install.)
So that’s the deeper answer to your question: ultimately, Apple expects people who want archives with checksums, to use .xar or a format like .xar, that does checksumming during extraction.