Popups, unwanted extensions, malware etc.

Recently there have been a lot of posts and threads discussing unwanted advertising, popups and malware that has installed itself via seemingly innocent links and downloads. Firstly let me say I think it may be a little unfair to single out cnet and macdownload as has been mentioned, any download is potentially dangerous these days. I subscribe to the cnet email newsletter and have done for years. I often click on links to products sites and have never had a problem but then I do use adblocker plus and use a VPN. What I will say is if the site requires you to download their desktop or download application first, stay well away from it. Such sites are often good sources for finding apps you may want, like a big department store but downloading direct from the developer is generally much safer and just as easy. Whenever a piece of software is downloaded in compressed form a warning is given before opening, "This is software downloaded from the internet are you sure you want to open it?" or words to that effect it's obviously a warning but what to do? I have often thought it would be good if that warning included the suggestion that a full backup should be performed before opening as a precaution. We cannot just assume that users will, after spending time and download quotas suddenly decide not to open the file. It's all very well to put up a "Caution" sign but if no alternative is suggested well what to do?
If there was a caution sign or a danger sign on a roadway we would ask "caution why?" Danger of what? Would we turn around and go back? I don't think so, we may proceed with caution but if we don't know what to look for, if we're not given more information how can we be prepared?
Since Time Machine is native why not include a suggestion to use TM for a full backup prior to opening the file?