One of a Data Protection rule is configured to block the email if some specific file types are attached within that email. This article describes why the .zip file and other archive types (ie: .rar) are not included in blocked file type list and how identify the attached zip file content.
Email Security.cloud
The service uses decompression tools which attempt to analyse a compressed file and open it if possible, this is used by the Anti-malware, Anti-spam, Cynic (Sandbox), Data Protection modules.
If the file is password protected, Email Security.cloud is unable to scan the contents of zip file. In this situation however, we'll check if a password is present in the email and attempt to open the file.
If the file is not password protected Email Security.cloud will scan it, should there be any suspicious content within the file it will be blocked.
To identify the Zip file's content, you need to enable the below option: