Windows Metafile (WMF) is a file format for graphics on Microsoft Windows systems. Symantec Messaging Gateway is triggering on these files as executable files and removing the files or containers they are in.
WMF files interact with the Windows Graphics Device Interface layer to display an image. Due to this low level interaction, and due to the WMF file specification itself, WMF files may contain executable code.
Due to this possibility, the Symantec Messaging Gateway can trigger on these files as Executable by default.
Symantec Messaging Gateway is working as designed.