Silently drops the traffic; for an application, it overrides the default deny action. A TCP reset is not sent to the host/application.
For Layer 3 interfaces, to optionally send an ICMP unreachable response to the client, set Action:
Drop and enable the Send ICMP Unreachable
check box. When enabled, the firewall sends the ICMP code for communication with the destination is administratively prohibited--ICMPv4: Type 3, Code 13; ICMPv6: Type 1, Code 1.
https://knowledgebase.paloaltonetworks.com/KCSArticleDetail?id=kA10g000000ClltCAC#:~:text= The% 20Deny%20action%20will%20tear,packets%20will%20be%20silently%20discarded.

Delivery: This stage marks the transition from the attacker working outside of an organization's network to working within an organization's network. Malware delivered during this stage is designed to exploit existing software vulnerabilities. To deliver its initial malware, the attacker might choose to embed malicious code within seemingly innocuous PDF or Word files, or within an email message.

Explanation
Another reason to choose the Windows agent over the integrated PAN-OS agent is to save processing cycles on the firewall's management plane.