You have got it correct, and seem to know as much as us now!.
The files are not stored in the ZOPE database, this is because ZOPE only handles a limited number of connections at a time.
Large file downloads over slow network connections tended to lock up the whole server.
Since this became the primary use of WISE we had to remove the files from the ZOPE storage. They are stored on the filesystem and referenced from the ZOPE database.
As you say, we will have to either find a way to have the files accessible from all the ZEO servers or find a way to mirror them on all servers (maybe an rsync time mechanism. Don’t know the answer. I think I would go for the copying/mirroring.