Should I be worried about a downloaded file from a streaming site?

You're correct to be cautious! Since you were on Android and the file was an .exe, you're safe. It’s likely just a virus trying to confuse you into thinking it's antivirus software. Just keep an eye on future downloads and use ad-blockers on untrustworthy sites to stay protected.

Since this happened on your Android device, you actually have less to worry about. The avg_setup_exe file is a Windows application, not something that would run on Android. It’s likely just a scheme trying to disguise itself as legitimate software. I would advise against using that streaming site in the future; they're often sketchy and can lead to unwanted downloads by simply interacting with the page. Removing the downloaded file was a smart move! You're probably safe, but avoid that site going forward.

In your case, since you were using an Android device, there's no need to panic. The file you downloaded is for PCs, which means it won't affect your device. However, just be cautious about downloading APKs (the Android app files) from untrustworthy sources, as those can be harmful. A factory reset isn't necessary here—just keep your device updated and stick to credible sites for streaming.