I've been having the same issue with Chrome and zip files. Zip files from my own website are blocked but zip files from Etsy, Dropbox, WeTransfer are NOT blocked.
I reached out to Customer Support via email and at first they said that all zip files from all websites were blocked. But after I told them my experience with Dropbox and WeTransfer, I received the below message.
Hopefully, they will start to take this more seriously. Btw, I've tested downloading zips from my website in Firefox and Safari and it worked fine.