I just saw this and felt I should share it. I'm sure most people here wouldn't fall for it but it can't hurt to make sure 👍
Edit: I just wanted to add, I have no idea what this tried to copy. I'm using Firefox on Linux which is perhaps why it didn't make it to my clipboard 🤷
Linux does this better by defaulting to files not being executable, versus Windows needing the downloading software to apply a specific "downloaded file" flag to trigger a notice about potentially unsafe files.
You could make a lot of the commands available by default much less dangerous. Stuff like requiring using protected screens more (like UAC and ctrl+alt+del) for enabling the risky stuff.
Also, sandboxing by default would do even more to prevent the worst dangers.