This has nothing to do with the file type and everything to do with what user-action preceded it. If a "User-initiated action" is detected as the immediate cause of the download (e.g. the user clicked on a link directly to the download, or pushed a button, etc) then the download dialog is presented instead of the Information Bar.
The #1 problem is sites that use the user's click to navigate to some other page (e.g. thanks for downloading "foo") and have that page try to launch a file download. Because the User-Initiated flag is lost as a result of the navigation, the Information Bar blocks the download.
Some background:
XPSP2 introduced a File Download blocker to combat malicious sites that would spam the user with download prompts for malware as the site loaded. Criminals hoped that the user might inadvertently accept a malicious download. After the File Download blocker was added, a page that attempts to perform a download without a preceding UIA will result in an Information Bar being shown:
While it is trivial for a legitimate site to avoid this Information Bar (simply launch a single download as a direct result of a UIA) most legitimate sites don’t bother to do this. For instance, a site whose primary purpose is to download files has the greatest incentive to make doing so a pleasant user-experience, but downloading from Download.com still triggers this Information Bar six years after the blocker was introduced. Even the new IETestDrive.com site shows this Information Bar when a user attempts to install the IE9 Platform Preview Builds, because the site navigates to a new page (rather than immediately triggering a download) when the user clicks the “Install Preview” link.