No prompt to accept files when Airdropped to myself?
According to Apple:


  If you AirDrop content to yourself, like share a photo from your iPhone to your Mac, you won't see an option to Accept or Decline. The content is automatically sent to that device. Just make sure that both devices are signed in with the same Apple ID.


AirDrop is working as designed.  I don't think you need to worry about someone sending you malicious content.