Indeed. This is one of the reasons I use the SELinux sandbox to run my browser: there are a lot of ways that a browser could become a vulnerability. I would like to think I would always remember not to copy/paste from a website into my terminal, but the truth is that I could easily forget -- if I were in a hurry, if I knew the guy who made the website (but did not stop to think that someone might have hacked into the server), etc. Unfortunately it is hard to advise that everyone do this; the sandbox is very restrictive and basically incompatible with how most people use their computers.
About that, recently I started to watch some videos about SELinux, and I tought it could be a good idea to use it for isolating some likely-to-leak software (e.g. Skype).