hi Evren,
I think by design, asyncos content scanning will scan all attachments, .zip or any extensions when defined via content filters and associate them to a policy.
or you can play around with your device to test this;
create an incoming content filter
on the action, choose attachment file info then select - file is zip and your action - Deliver
and file is .exe / .vbs etc -- and your action - dropped or stripped attachment
my two cents,
agl