Good points.
But wouldn't it be just as possible for any format to contain malware? Certain a zip file could, and that's the standard of downloadville.
I'd be interested to know how many readers shy away from exe (which is the whole issue, right?)
Mostly, I would just hate to give up all the color and artwork and animation and stuff possible with exe.
Sorry, I wandered off and forgot about this thread

Executables are more likely to cause problems when you download them, because your OS will assume that if you run it and click on OK if it asks you if it's safe... that it should run any bit of code included in the .exe. Whereas a .zip, for example, might include a virus or other nasty, but you'd generally need to specifically run it (or run an executable which calls it) before it's activated.
Some formats often contain macros - eg word processing, spreadsheet, presentations - and many people aware of this will tend to avoid them out of habit, even though it's possible to block macros on these file types as standard.
But you're right, practically any file type MIGHT contain malware.
I'm not sure what percentage of people would avoid downloading .exe files. I guess it's a good idea, where possible, to provide various options - full-featured .exe, pretty-text .epub/.pdf/.mobi, plainer-text .txt/.rtf.