I am thinking the problem is that the kmz file has no association on the visitors computer. I know that my PC had no idea what to do with it, so it merely prompted me to save it.
Remember that ColdFusion is server side, and at the point in the code in question, it is handing the file off to the client. If the client does not have an association for that file extension things are not going to go smoothly.
Because of this, I also believe that the MIME type is your issue. Essentially, you need to tell the visitor's browser exactly what type of program should be used to open the file in question. If you do not, it leaves the surfer's computer guessing as to what to do with it. I am guessing that the one computer that DOES open the file correctly already has an association for kmz files, and therfore it processes the request without issue.
I just did a web search and came up with lots of possibilites. Do a google on "correct MIME type for kmz file"