After you allow a new MIME type via editing your functions.php file or using a plugin like WP Add Mime Types, you might find that you can’t download the files when running WordPress on Microsoft Azure.
I ran into this problem recently when adding .gpx and .kml files to my site, but you could encounter similar problems with other types. The error message I was getting when attempting to download the files in a browser was:
The resource you are looking for has been removed, had its name changed, or is temporarily unavailable.