Don't rely on the kindness of internet strangers. Self-extracting files contain the extractor, that could theoretically contain and execute malicious code, unlike a preinstalled extractor most likely from a trusted source. Basic zip support is even included in modern windows(so trusted'ish
).
Though pictures can be sus too, remember "I love you"-virus, it's much more unlikely and it usually relies on errors in the imageviewers. Everything on the internet is sus, at least to some degree, so due diligence says minimize use of executables such as exe and bat in the good ole days. Chance is still low, so it's like sodomy, try not to judge, but exercise due diligence to minimize your risk, so you can keep doing what you love
PS: 7-zip just extracts those exes without executing them anyway, so again like sodomy, with proper preparation and equipment, you can eliminate most risks.