Hello,
I know the problem. I had the same with the zimreader.
If you use relative URLs you have to take care about articles, which contain '/'. Look at e.g. http://de.wikipedia.org/wiki/BMW_501/502. In a zim file this will be /A/BMW_501/502. Relative urls must point to ../something or ../../A/something. If you have a link to e.g. BMW_505 it points as a relative url to /A/BWM_501/BMW_505.
But yes, relative urls are much better.
Tommi