"could this technically have harmed my PC?"
YES, it was an executable which was loaded into memory and running under your user account with your permissions, possibly even elevated as an installer.
Whether it did or not, who knows? But it was delivered under shady circumstances (file name redirection; leveraging the "hide extensions default"), and is flagged as an adware installer.
Probably it was simply asking for permission to infect your computer with needless adware: a kind of gentleman's agreement to rip you off.