What is KMZ?
KMZ is simply a zipped KML, and it is what Google Earth actually exports - the zip lets one file carry its images and icons alongside the geometry. The geometry converts; the artwork inside does not, and the result says how many pieces were left behind.
What is GPX?
GPX is the XML that GPS devices and fitness apps speak. A file is usually one recorded track - a long list of points with latitude, longitude and often elevation and a timestamp - plus any waypoints you marked along the way.