The teeth are made of copper, and the slider contains a neodymium magnet.
As you zip up, eddy currents form and dissipate as heat, giving you a nice warm sleeping bag / onesie / crotch / etc.
Some maths: Assuming a tooth volume of 5mm3 which implies a tooth heat capacity of about 0.017 J/K, and assuming a pitch of 1 tooth/mm, to raise the temperature by 1°C would require a force of 17N. I measured the minimum force to close the zip on my bag to be around 2N, but I'd say I usually approach it with a lot more than that.
So this means that to heat the zipper by 15 degrees as it closes would take about the same effort as lifting 25kg (60lbs). This is probably outside of most onsie owners' comfort zones. But do not despair! The heating could be spread out over a few passes, i.e. opening and closing the zip a few times. Almost practical!
Actually since most metallic zippers are brass or aluminium, this could be made as a slider retrofit. It would just take a little longer, a few more openings and closings.