Coming back to myself on the forensics details of this IPS event, i now know what's the use of this is.
Host try to resolve this domain as a mechanism to check and let Windows know if they have internet connectivity or not.
The host resolves the domain, which holds a txt file that the resolving host than download. If this is successful, Windows now internet connectivity is fine.
Now the trouble lies in this mechanism, and that's why IPS event is triggered, or at least that's what i think.
Say an attacker inside your network can in some way poisen the DNS name dns.msftcsi.com and forward all traffic to a malicious domain, serving the same kind of textfile or maybe some script that let you download some sort of malware instead of a regular txt file that is been used for the connectivity mechanism Windows uses.
Does this sounds like a plausible story and is this the way why Checkpoint IPS got triggered, because it's intelligence knows about the potential misuse of the Windows internet connectivity mechanism?