It is of course easier to block all mail with certain keywords or files with certain attachment types. Unfortunately, many network admins take the easy way out.
Unfortunately, it has little to do with the network admins and a whole hell of a lot more with management. Nobody wants to 'disrupt' the user community and if it means letting them download whatever they want because they're "Sales and Marketing" or execs or whatnot and it keeps them happy, so be it. We're the ones who get shafted because of the **** that happens after that...*sigh*

The life of an administrator...dealing with users is always a pain in the ass. Hence, why they're called lusers (from Simon Travolga's BOFH series, I love that guy, he's my idol).