Hmm, interesting point. We set the content-type header on files that you download based on their contents. This works really well for images, but perhaps isn't ideal for gzipped files, as your browser is presumably automatically decompressing it when it sees the header.
Not quite sure what we should do here. We don't want to cause problems for people who just want to view images they've generated (a pretty common use case is that someone generates a chart of some data using matplotlib and then wants to view it). But the situation you're seeing is also far from ideal. Perhaps we could not set the content type for gzipped files?