It may be because your local machine is recognizing the downloaded zip file came from a different machine and is blocking it. To resolve, right-click your zip file and at the bottom of the "General" tab where it says "Attributes", see if below that there's a section for "Security" and a message that says "This file came from another computer and might be blocked to help protect this computer". Next to that is a box you can check for "Unblock". Do that. Then extract your zip file contents.
If you don't "unblock" the zip, everything you extract will have that message in the file properties, and you'd have to unblock every file individually. Ask me how I know. 
In retrospect, I could have unblocked the zip & re-extracted, and then laid it over the top with copy to replace. But at that point I was still solving a mystery.
In any case, with the recently disclosed vulnerability, need get current on version 15.4.2 and get both HF1 & HF2 on to protect. Sharing this as others will probably run into it.
