Use zip_safe=False, as suggested by Stephan Richter.
diff --git a/setup.py b/setup.py
index 8a4c252..6d6446f 100644
--- a/setup.py
+++ b/setup.py
@@ -30,4 +30,5 @@
       packages = ["dateutil", "dateutil.zoneinfo"],
       package_data={"": ["*.tar.gz"]},
       include_package_data=True,
+      zip_safe=False,
       )