It's a browser. It's independent from the Steam game portal as far as execution. Check the your browser website download file directly. I do remember a fishing scam going on a few years ago through Steam's website where files downloaded from it were loaded with malware. If you don't see any files downloaded in your browser download directory, I'd be a little in tune on what's going on. Some entity tried to access my Steam game account a couple of months ago and Steam locked them out. If Steam sees any unusual activity on your account like logging in from a different IP or failing a password, they'll let you know.