uh oh... the seeds of the first linux virus has been invented...
I'm not sure how an executable help file would be any more of a vulnerability than any other executable. Any program could contain malicious code. So use the packages that have been vetted by your distro's maintainers, or install as non-root to avoid the worst pitfalls.
I'm waiting for the day a company from Redmond emails an ELF executable help file. The world will flip on its axis that day and toilets will flush backwards.