I realize this is a VERY old thread but figured i'd post the solution to thsi problem as I just dealt with the SAME exact problem.

Call your EXE in the Process task via a .Bat file.

on the line before you call your EXE, put the following:

SET SEE_MASK_NOZONECHECKS=1

It seems that the SQL Agent service uses the Zone Checking when executing an external EXE. Setting this environment variable will bypass this.

After I did this, everything worked like a charm!