they are tarballs and/or gzip probably. nice thing about gzip is that it actually looks at the header and not the extension. *nix doesn't even require extensions.

as far as vxworks not compressing would be strictly in the scripts. you can telnet to the vxworks shell on port 2002

however this makes no sense to me. afik this is a static setting and there is no reason this would change..

I would humor the idea of putting the .gz extension after your filename and see if you can get it to uncompress using winrar or gnuzip.
i.e. rename baseload.ftp to baseload.tar.gz