Because surely
by now they've fixed Windows Explorer.
You
see, in Windows NT, 2000, XP and Vista,
Explorer used to
Hide extensions for known file types. And virus writers used this "feature"
to make people mistake executables for
stuff such as document files.
The
trick was to rename VIRUS.EXE to
VIRUS.TXT.EXE or
VIRUS.JPG.EXE, and Windows would
hide the .EXE part of the
filename.
Additionally, virus
writers would change the icon inside the
executable to look like the icon of a text
file or an image, and everybody would be
fooled.