If I right-click on a folder and compress it (Zip or tar.gz were tested here), it indeed creates the archive, however the newly created archive does not show up in the folder until I refresh/F5. Subsequent uses of the Compress function work as I expect (it seems only affected the first time the Compress function is used). Restarting dolphin resets this to the bad behaviour for the first folder compressed.
Thanks for reporting, unfortunately this is a known issue. *** This bug has been marked as a duplicate of bug 374075 ***