It will be too much work for moderators and with all due respect, not all of them have the technical knowledge nor the time to detect malwares and suspecious files.
Besides, it will give users, especially newbies, a false sense of security. Newbies tend to trust moderators and they will download whatever file they see just because a mod approved it.

Imo, restricting newbies from posting links seems a more reasonable and more effective approach to fight this kind of scam.