for sstories you have to download as zipped files or you cant post them in one tread. An example where that forum category would be useful would be for posting a link to a choose your own adventure story.
This is a critique forum, not a showcase. We don't want stories that need links or zipped files. We like stories that can be subject to onsite critique.
If we wanted an option to post enclosures or offsite links for critique, we would not have a rule prohibiting them. As Etan points out, the Review Room is a critiquing workshop, not a gallery for showcasing writing. Furthermore, enclosures and offsite links increase the risk of exposing members, accidentally or maliciously, to malware.
