Why is gzip acting so strangely???

I receive DMARC reports daily. They are XML files that are sent inside a gzip folder. I double-click the gzip folder, while it is still attached to the email, move the XML file to the desktop, then take a look. Several weeks ago, some of the XML files started appearing without the period before the file extension. I looked around, asked for help, but no one had any ideas.

Today, I realized what is happening. The first image shows the XML file within the gzip folder when I double click the gzip folder from within Outlook 2010. Note that the period before XML is missing.


To get the second image, I dragged the gzip folder to my desktop, then double-clicked it. Note that the period before XML is there:


What the bleepity-bleep is going on (and the same gzip is being used)?? More importantly, is there someway to make this issue go away?