Geek stuff? Oh no, not at all.
Yes, upload *.exe files or send as attachment in e-mail etc. are quite often stopped by security software or/and give warning messages.
In fact I've also experienced that i.e. Gmail and Hotmail several times did not allow me send any mail using *.zip files as attachments, while send the very same content as *.rar was no problem at all.
It's correct that *.zip are supported in Windows OS and by that easy to use, but in WinZip and WinRar among others, both the *.zip and *.rar file types as well as a lot of other compressed formats are supported. The drawback is as Nigel say here, a 3rd party software or plugin needs to be installed to handle other than *.zip.
Anyway, what filetypes to pass or not is usually a matter of what security level specified or customized by providers and set by administrators, so I guess it don't matter at all as long as up/downloads work out as Nigel have in mind to make people here at SZ happy.
But,
point taken, I should have known better and not mention about it at all, after all Nigel specified what files allowed to upload in the first place.