I think the real moral of this story is that (like the fun vulnerabilities on Flash and Java that we might remember), a combination of keylogger or strange daemon might be running suddendly on your machine, scanning your files, either on OSX or Windows. Simply visiting a website.
So better (as said) is to use a separate VM to access trusted domains (and yes, also VMs aren't these days so trustable).
Better to use 2FA and ciphering on-disk sensitive info and loose the habit (if any) of storing a large number of files that streams from locally mounted cloud accounts, like Google file stream, Onedrive files-on-demand and so on.