Local is not very intelligent at importing existing sites, it is too particular about the makeup of the zip.
Take an existing WP site to create a zip file. Use a tool like Table Plus to export the database as an .sql file. Select both files and compress them again into a zip file.
It is this point when it comes to importing the site that Local is too stupid to recognise a zip within a zip file. This is by far the most expedient way of preparing a zip file and yet local doesn’t recognise that there’s only one zip file and a sql file contained in the outer zip file. Local should be able to recognise this circumstance and extract the zip inside the zip.