The Zscaler Behavior Analysis Threat Blocked analytic is designed to identify and log threats that have been blocked by the Zscaler proxy using behavioral analysis of web traffic. It inspects web proxy logs specifically looking for blocked actions that are categorized under the 'Behavior Analysis' threat class. This detection mechanism is crucial as it reveals potential malicious activities that have been intercepted, enabling security teams to respond preemptively to threats that might lead to breaches or malware infections. By tracking blocked threats, organizations can gain insights into their exposure to risks and implement necessary mitigation strategies. The implementation requires the Zscaler Add-on for Splunk, and configuration adjustments may be needed to cater the detection capabilities according to the specific environment of the user.