Why does OS X warn me before running an app downloaded from the Internet? I'm always hearing that there is practically no malware threat in Mac OS: clearly claims that there is no Mac malware are exaggerated, but the received wisdom is that they are a negligible threat and anti-virus software isn't generally used unless required by a corporate policy.

So that being the case, why does OS X warn me before running an app downloaded from the Internet? What's the perceived risk exactly? Either there's a credible malware threat out there (in which case everyone should be running AV software) or there isn't (in which case the warning is unnecessarily obstructive).



Edit for clarity in response to some surprisingly hostile replies: apologies if my terminology is misleading. I'm using "virus" loosely to mean malware that an anti-virus product would protect against. For example, a software site is hacked and the genuine download replaced with an infected version. A user downloads it in good faith and runs it. That's the kind of thing a good AV client would be expected to deal with: that's what I'm referring to.



Edit for clarity 2 (not by OP): changed "virus" to "malware" in the question to further the distinction.
There is a credible threat. You have to understand that virus means different things to different people, but the entire reason of it is to let a user know that there's a possible attack vector there. 

For example, I don't think it counts as a virus when you've entered your admin password and installed a piece of software that trashes your system, it's just malicious software. I do however think something that propagates without user knowledge is, Apple seems to take a tighter view of security in general so the warning is for the casual user, just so they know to be careful.