It sounds like worst case I just have to download the blockchain from my peers. I'm willing to deal with that risk. It sounds like a delay and inconvenience... nothing related to financial hijacking or loss of bitcoins.
No. The worst case is not you having just to redownload everything again.
In a targeted attack (the attack has to be either running already or started after you are using the malicious file by the person you got it from), your client does have wrong information about the blockchain.
While an invalid transaction (invalid on the original chain - valid on your chain) wouldn't be relayed inside the network, an malicious actor could directly relay it to you to trick your node to show a valid transaction received.
There are quite a few scenarios where this can be exploited.
The probability of such an attack is pretty low. But redownloading everything is definitely not the worst case.
