How to analyze why Chrome downloaded a particular file?

I had a very few Chrome tabs open (see appendix) and other safe websites. Suddenly, without any prompt or action from me, chrome starts downloading the file "NEW!_iPhone7_LEAKED_PHOTO.JPG.exe" which looks very much like a malware. The file gets saved into my download folder without any action on my side.

I have Windows 8.1 with Windows Defender running. I ran a custom scan on the file using my Windows Defender and it's clean, and also ran it by virustotal]1 which confirms it's clean. (Still it could be a zeroday exploit).

My question is how do I analyze how and why chrome decided to download this file?

In case it's relevant, here is the list of tabs I had open: Gmail, Google Spreadsheets, my gas company, this shopping website, and the world population.