Heh, back in IE3 or IE4 days the temporary internet files directory would commonly save files temp files with the domain they came from without an extension. So if you visited microsoft.com it could save some asset in temp internet files as 'microsoft.com', which a com file is a valid executable extension. Of course this would trigger many anti-virus programs to scan it and now freak out that random content is ending up in executables.
It took a bit of time between Microsoft making the temp internet a 'special directory' and AV working properly in the directory, and the browser not saving attacker controlled literals to the filesystem to get past these. Also fun in NTFS because it could cause bluescreens was the AUX, CON, PRNT filenames.
Your post just reminded me of that kind of issue.