I guess substituting the existing file served at that URL with a curl that when called by the particular malware in question (I guess you could detect this fairly easily) warns the user graphically of the infection would be considered going too far.
Of course, then there's checking MD5s, etc.
Let the malware developper have fun debugging this issue.
"an updated version of the malware comes bundled with the curl library"
"!!!! Your computer is infected with MALWARE download this software now! !!!!"