Untill recently we could zip documents and hyperlinks into a zip files and put them in attachment of an e-mail.
Microsoft even suggested to do so in their "help".
Recently this often does not work anymore. More exact, we can still put the zip-files in attachment and send the mail but the recepient will not receive the mail because his outlook (or other mail program) does not allow to receive mails with a zip file in extention.We get often a mail titled "system administrator" stating that the mail could not be delivered because of "550 (filename.zip)".
In the actual outlook 2016 list of blocked attachment extension, zip is not mentioned.
If you are receiving an NDR back, the antivirus/security software on their mail server (or possibly yours) is blocking zip files and bouncing them back to the sender. Only the server admin can change it or whitelist your address.
FWIW, When Outlook blocks a file, it's client side - your outlook blocks it only for you. It would not affect the recipient.