You will have to modify the Anti-malware policy to allow the file type, as detailed here: https://learn.microsoft.com/en-us/defender-office-365/anti-malware-protection-about#common-attachments-filter-in-anti-malware-policies
In addition, you have to unblock the filetype in the OWA Mailbox policy assigned to the user(s) in question. You can only do this via PowerShell and the Set-OWAMailboxPolicy cmdlet: https://learn.microsoft.com/en-us/powershell/module/exchange/set-owamailboxpolicy?view=exchange-ps