This, unfortunately, is the type of malware no one can protect you from but yourself.
The threat is only as great as the people who actually click on that link.
I will refer you to my previous post about social media hijacking:
You should always be careful when you click!
I can not emphasize this enough.
This type of malware can affect anyone, with any type of e-mail. The e-mail itself is not malicious and neither is the link itself. The path that the link leads to is the actual malware.
Moreover, our antivirus can not catch this, since nothing is happening on our computer, except
our request to visit a link.
There are a few e-mail providers that help you disable links and images within e-mail messages, but this is not enough sometimes, since you can easily unhide/unblock these links and images.
Thus it is ultimately our job not to click on stuff we do not know about. We should always ask ourselves: Would person X send me "INCREDIBLE. CLICK NOW OR ELSE YOU WILL NEVER KNOW THE TRUTH!!!???!!!!!" messages? In 99% of the cases that will not happen.