This is a technique often used by malware developers and "crackers" to ensure their malicious code isn't stopped or quarantined.
Ensure your operating system is set to "Show file extensions." This prevents a malicious file named WAAA412_patched.mp4.exe from hiding as a standard video file. waaa412 av patched
Don't trust software links from unofficial channels, even if they don't show a warning. This is a technique often used by malware