Because Google Chrome has mentally retarded security settings? Known problem...
If the download contains exes/dlls/etc. and Google hasn't seen it a lot before, they will randomly accuse it of being
theoretically dangerous (not hard) and protect you from the possibility of being a braindead luser, because Google has great faith in the intelligence of the masses.
Naturally, this only blocks unknown mysterious code, and doesn't block known dangerous code.
This is but one reason why I prefer Firefox to Chrome. Not because Chrome is a bad browser for doing its job, simply because I don't want to fight with it to convince it I know what I am doing...