It's not a vulnerability, as the dialog says "run a program" and prompts for confirmation.
It's up to the user's imagination to consider what a program can do.
The prompt is terribly worded though.
It seems macOS could use virtualization or permissions to run these scripts in some throw away environment to get rid of the problem altogether. Preflight check programs shouldn't be able to write anything to disk.
Underrated take. They shouldn't be able to do this. This should flag Zoom as PUP for malware removal, if it weren't the new go-to.