1. (Windows specific) Opens up a Windows file share, which causes the person to authenticate to the file share, which through PtH/Responder results in their enterprise credentials being stolen.
2. Exploited a XSS or CSRF attack on an internal/management endpoint. Which in turns allows a pivot from external to internal access.
3. Steals a web session, cached password or authentication token, resulting in compromise of employee credentials to be used elsewhere (e.g. reused to access enterprise VPN).
These are just some not-a-browser-0day examples of a single click being game-over dangerous.