@Yes Virginia there IS a Downloads folder
Safari also always opens a window and tells you that it's downloading something, what it is and gives you a cancel button. If the file is an application of some sort, the OS warns you that you are opening file that has been downloaded, asks you if you want to see the source of the file and do you feel safe opening it. You can say yes or no in the appropriate places. This happens regardless of where the file has been put. Therefore, on the Mac at least, as the Apple spokesman says... what are you worrying about.
I think it would be blatantly obvious to a Mac user that "carpet bombing" was taking place as the download window would constantly keep popping up over the browser page. Now when was the last time I saw that happening?, When was the last time I saw my download folder full of funny files I hadn't asked for? No, can't remember
It seems so many are so quick to rubbish Macs when someone says something MIGHT happen. If all these thing happened do you really think people would still be buying Macs? (and in ever increasing numbers). And the recent competition where the MacBook Air was famously "owned" - it was only owned because the operator let it be. If he hadn't clicked on whatever it was, the machine would still be on the stand.
When (or if) it actually happens, and someone gets a virus or trojan into my mac without me knowing I will be the first to raise my hand and say "OK, you got me". But it's 15 years now and counting.