We have a requirement to restrict some files uploaded to SharePoint Online?
Previously with SharePoint On-Premises we could utilise the blocked file types in the admin console but that is not available in SharePoint Online.
It doesn't seem possible through Rights Management either.
From the documentation here https://support.office.com/en-us/article/types-of-files-that-cannot-be-added-to-a-list-or-library-30be234d-e551-4c2a-8de8-f8546ffbf5b3 it is possible to upload all files.
As an example, we would like to restrict .exe files from upload.