SA users are unable to download email artifacts as .zip. When a user selects an email artifact and clicks "Download> Download as ZIP" The email artifact is downloaded as a .eml (Microsoft Email Message). I confirmed that I'm also unable to download email artifacts as .zip. This also looks to be the case with other artifact types as well i.e. text/html, application.
The CMC code had a bug which forced the zip request to be ignored
Release : 8.2.2
The fix is in release 8.2.5. The alternative is to download multiple artifacts and extract the file needed.