The zip stik  is an atari compatible stick.
The difference here is that on atari sticks the +5V supply is on pin 7 , and on the megadrive, pin 7 is a signal pin instead.
So you're driving the autofire circuit's Vcc with the megadrive adapter's pad duplex select signal instead of an actual power supply line (which would be on pin 5 for the megadrive).
Sure, it might work forever if you're lucky, but then again it might burn out the driver for that signal at the controller chip inside the USB adapter if you're unlucky. Then you can't use megadrive pads with the adapter any more.
The same reason why you shouldn't just plug in a megadrive pad into an Amiga unmodified. If the POTGO register has been configured to set pin 5 of the joystick port as an output with the value 1, you are driving the megadrive pad's power supply from a signal pin and you might fry the signal driver in your Paula.
To be safe, you should make an adapter that passes all other pins through but crosses 5 and 7, or modify the megadrive pad itself, by desoldering these two wires from the circuit board and reconnecting them in each other's place.
I've written about this too many times, but this time I actually took the time to do the research as to write down the actual reason why it is a bad idea.