You're right. This is a scam, and the same thing has happened to me, albeit without the downloaded .zip files. In my case, it was with Safari and I had to quit Safari in order to stop it. It pays to be vigilant. Read Crimeware Kit Emerges for Mac OS X.
Jon
macOS 11.7.10, iMac Retina 5K 27-inch, late 2014, 3.5 GHz Intel Core i5, 1 TB fusion drive, 16 GB RAM, Epson SureColor P600, Photoshop CC, Lightroom CC, MS Office 365
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