>while with 7-zip it seems to immediately delete the temporary file so the external app ends up trying to open a non-existent file.

No, 7-zip only deletes the file after you close its window, so as long as you don't close 7-zip any apps should be able to open those files. Winrar doesn't delete on close, but that has its own problems, namely that you accumulate a bunch of extracted files in your %TEMP% directory, and have to run disk cleanup to delete them.