Downloading multiple photos from iCloud onto a PC automatically puts them into zip files

I've been downloading photos from iCloud to a PC for the last few years with generally only minor problems. Over the last couple of days, however, whenever I try to download multiple photos, they get automatically get downloaded into ZIP files. This is completely unnecessary and just adds more time to an already time-consuming task. I contacted Microsoft Support and after remotely logging onto my laptop they seemed to think the problem lay with some sort of update that I hadn't installed on iCloud or something - I'm not very sure, and neither did they seem to be. Has anybody else experienced a similar problem or can anyone help me resolve it? Many thanks.