CA Security Centre software on the buyer's computer may rename all downloaded .zip files to .efw as a security precaution to prevent careless opening of unknown .zip downloads that could contain viruses, etc.
Presumably, you have already ensured that the download file you're providing to your buyers was virus-free before you uploaded it, so you can ask affected buyers to simply rename the file, changing the .efw extension back to .zip, and then they should be able to unzip the file normally.
