It's the same old same old. Like you correctly identified it's a new place, it looks different. People don't think an attacker could approach them over IM, but they can.

But the problem goes beyond that. Many organizations have disabled sharing executable file formats in attachments over e-mail. GMail flat-out prevents you from sharing executables, and macro enabled word documents as attachments, even when put into a zip file.

But on Microsoft teams? I sent a zip file with 8 unsigned executables to a colleague a few days ago. No warnings, no messages, no nothing :)