Unless someone is 'that friend' that always tries to download shady programs and has tons of malicious extensions (previously toolbars) installed, I imagine most people are naive to the amount of potential harm desktop software can do; using common sense when browsing and sticking to typical programs (for games, Steam/third party big-name publishers' launchers) is very low-risk, so eventually you forget that any program could be stealing your browser cookies in an instant.
Discord currently has this problem[0] where people send DMs stating 'will you playtest my game' and that exe just steals the user's stored Discord login token and uses it to proliferate the scam to more people, and/or uses the token to buy tons of gifted nitro.
0: https://www.reddit.com/r/discordapp/comments/s1f1vs/the_rece...