When creating a filter in an agent configuration to ignore zip files, it is also ignoring Microsoft Office files (.docx, .xlsx, .pptx, etc).
DLP 15.0 and higher
This is caused by the signatures of the files being very similar. Rather than filtering on just the file extension itself, DLP looks at the hex of the file to determine file type. The hex signature of .zip files is the same as the beginning of the hex signature of Microsoft Office files.