It's not that you've downloaded a compromised wallet. From my understanding, there was an exploit in the official version of Electrum that let hackers display a fake update notification. Those who've updated through that notification have updated to a modified version of Electrum.

And if I got it all right, I believe the servers removed by MB were servers through which you've got the malicious update of your Electrum.

If you read the MalwareBytes article, you'd get an idea of what has probably happened.