This was a few years ago (so I hope there have been patches since then) but I watched a video which was trying to make an entire game within a QR code: they don’t have to just be links, they can be binaries that some devices will immediately run without question!
You’re right, I must have been thinking of something else. Happily I can’t find any chatter about actual malware in QR codes (it’s all redirecting to malicious websites), though obviously there’s always the possibility of a new exploit being discovered.