this is where anti malware programs should be working for you. I work in the tech industry and yes while its easy to make a script to look for a certain file from your hardrive, retrieving it is a bit of a stretch unless you were baited to another form that allowed the program to send the information back. I hope this serve as a lesson for everyone, the development of softwares to protect you from these kinds of attacks are there for a reason.
Nonetheless owning a cold wallet is always a great layer of security. There is no such thing as Overly secured especially ehen it thousands or millions worth of money is what you are talking about.
Be careful out there folks 1. Never joins something that guarantees and are always to good to be true and 2. Always be secured.