How Worried to Actually Be
For most of these packages, honestly: not very. The common case is an advertising wrapper that shows too many adverts, pushes deposits at a linked operator and sells device data onward. Annoying, mildly costly in attention, and resolved entirely by the uninstall.
The case that matters is accessibility access granted to a file that arrived through a forward or a shortened link. That combination — unknown origin plus the permission that reads your screen — is the one worth spending an evening on, and the sequence above is that evening.
Before the Next One
There will probably be a next one, because these tools surface exactly when a session has gone badly and the pitch is well matched to the moment. The checklist that keeps most of it at arm's length is short and it is on the download safety page — the single most useful line being that a browser page cannot ask for accessibility at all.
For why none of these packages could have delivered what they promised in the first place, start at the home page.