The specific requirement for being whitelisted is that it shouldn't have a MIME type that Chrome wants to open inline. Give me a list of extensions that you'd like to see supported and I'll see what I can do.
I think that there are a fair number of mail filters that block .scr entirely, anyhow. In that respect, they're similar to .bat, .vbs, .wsh and the like.
Alternatively, you can just offer to automatically zip those for the user. Actually, that might be a good idea for all unrecognized files because it avoids a lot of weird problems with funny extensions that are automatically blocked.
Feel free to use that idea.