How do you define "uncommon downloads"

I recently activated the protection against “potentially unwanted and uncommon downloads”.
Now I received a pop up that I tried an “uncommon download” when I tried do download a zip file from our intranet.
How do you define the criteria for an “uncommon download”? The file extension “.zip” can not be the only underlying criteria, because I download zip files now and then without getting that message.
Do you submit the file name of my downloaded files to some of your servers? Do you collect a list of “common downloads” in some sort? If yes, how do you add to it?