Hi,
At the moment, downloads of files (for instance .exe files) are not logged in the "Page Events" unless the file was downloaded from an application recognized in Netskope.
The problem with this is that malware can be hosted in any websites or web servers (using IP only for instance) that are not categorized as applications. This creates a gap in visibility when the user downloads something malicious from a source like that, making investigations much harder.
So, my suggestion would be to log download events for non-application events as well.