windows batch script - setting variable inside for loop

You need delayed expansion to use a variable inside a block when this variable has been set (or changed) inside the same block. But you can set a variable without delayed expansion.

See this little demonstration (I used a simple if construct instead of for, but the effect is the same (not with if or for, but with blocks (inside ( and )).

@echo off
REM SETTING a variable inside a block
set "var=ONE"
echo start: %var%
if 1==1 (
  echo   inside block: %var%
  set var=TWO
  echo   var has a new value:
  set var
  echo   inside block is still old: %var%
)
echo after block: %var%

echo ----------

REM USING a variable inside a block
setlocal enabledelayedexpansion
set "var=ONE"
echo start: %var%
if 1==1 (
  echo   inside block: %var%
  set var=TWO
  echo   var has a new value:
  set var
  echo   new value inside block: !var!
  echo   just to demonstrate: %var% 
)
echo after block: %var%
endlocal
echo ----------
echo working fine: %var%
echo not available after endlocal: !var!

This might help, using your code as a base. FWIW I hope that you have more than one copy of the .evtx files, if they are important to you.

@echo off
setocal enabledelayedexapnsion
for /f "delims=" %%f in ('dir /b *.dat') do (
   for /f "delims=" %%g in ('type "%%f" ') do (
      7z e "%%g" "*sec.evtx"
      dir /b *.evtx > evtfile.txt
      set /p tmpvar1=<evtfile.txt
      echo !tempvar!
      del *.evtx
   )
)

One issue is that the *.evtx files are being deleted after the first archive is created, so the subsequent ones will have nothing to archive.