The Gnome HIG does say it acceptable for some applications not to have a File
menu but that is intended for applications that do not obviously manipulate any
files (such as simple Games or accessories like a caculator).  

File Roller does very much manipulate files.  

It would be more consisant with the rest of the Gnome desktop to have a File
menu.  (If you can look at some other applications you will notice that most
have File, Edit, View, Help and one or more other application specific menus,
and Archive would be reasonable choice for File Roller).  

It would made the file roller user interface simpler if there were seperate
menus for File and Archive.  There is plenty of menubar space available and it
wouldn't hurt to make use of it but that is only incidental.  
(I don't have time yet to sort out all the specific details but the general idea
is that) The File menu would contain File operations like Open, Close, Quit,
Recent Files and things like Recent and Archive would be used for Archive
specific tasks like Extract, Password.  

If I had a windows machine available I'd be able to provide more detailed
descriptions of how other compression applications organise their user
interface. if necessary I can provide more information but I hope the
information I can provide - scraped off the internet - will help convince you
that File Roller would benefit from a more consistant user interface, including
a File menu.  

The KDE application Ark uses a seperate "Actions" menu to seperate out the
various tasks, and the old GnoZip did something similar.  
WinZip too had an Actions menu and had more of a seperation of these tasks.  (If
I recall correctly Stuffit expander was pretty close to Winzip.)
Winrar had a Commands menu (it has File, Commands, Tools, Favourites, Options,
Help).  

A lesser known program called PowerArchiver has a very cleanest well organised
menu layout I was quite impressed with: 
File, Edit, View, Actions, Tools, Options, Help.   
... but I think it is a particularly good example for File Roller because of how
it is organised with "File, Edit, View, Actions ... Help" and I would hope to
convince you to adopt the same approach for File Roller (possibly using Archive
instead of Actions).