Typically this message is harmless, but in this case, the message means that Sandbox analysis is unable to execute that file. See the workaround below.
Content Analysis uses the compression format determined by the OCS (Origin content server; where the file came from). You can modify the compression with a local policy gesture installed on the ProxySG appliance processing your data:
Log in to the ProxySG Management Console, go to Configuration > Policy > Policy Files > click Install Local File from: Text Editor > Install".
Replace "example.net" in the policy below with the domain serving the compressed file.