I thought it’s feature. Org mode file can be used as a runable document. You have paragraphs of text and then a section containing executable code.
Although, Office (and most other software) will at least warn you before executing code/malware in such documents originating from the Internet.
A warning and a prompt would largely be useless in this case anyway. As soon as you'd click the prompt, the evil code would run. What you'd need is an option set in your init file to allow code to execute on opening only if a particular piece of information known only to you is included in the file, like #+runcode: a19ihlkn01nf2n9882n4337974biskjf
;; -*- eval: (message "arbitrary code") -*-
any mode associated with a file extension should be at least as secure against code execution.