The difference between drive-by viruses and downloadable exe viruses that have to be manually executed is like the difference between someone who pretends to be your relative to convince you to give him money and someone who robs you at gunpoint. You're immune to one thing if you're not gullible and dumb, but completely powerless against the other, all it takes is unfortunate circumstances. Now, both are bad, of course, but one is vastly more concerning and hard to protect oneself against.