In the 1980s we downloaded games from the radio

There are websites with WAV files of software cassettes. You can connect the audio out of your cellphone to the cassette input of your Apple ][ and load audio directly from the web.

https://asciiexpress.net/gameserver/readme.html

Ah, the retro equivalent of "curl -L <script-url> | bash" ... :)

Yep. But of course security was not a concern with the machines of the era. At all. There wasn't even the concept beyond locking the entire computer away in a cabinet. For the most part a virus couldn't hurt your machine or survive a power off, although there are a few machines of the era with buggy "killer registers" that you could set that would cause a malfunction serious enough that could burn out some part of the machine.