Hello,
this is a problem with regards to the operations that WebDAV allows and how Windows performs them. It may be that some other WebDAV clients behave the same. The issue is that, before a new file content is actually created, the WebDAV client checks if a file with the same name already exists to prevent conflicts. This request is defined to create a 0-byte file if no file currently exists, which is then filled with the actual content in a second request.
Unfortunately, content rules for new content items react to the creation of the 0-byte object. It would be best if you modified your rule to execute on non-0-byte content on creation and additionally on updates of previously 0-byte long content items (for the second request).
Regards
Axel