Logically speaking, this kind of attack on the browser would be more common, but according to experts, by the WebKit engine, hackers can bring it into many other applications. Anyway, after the upgrade to the latest version of OS X, at least for now, this risk should have reduced a lot. But even so, it is best to avoid clicking those suspicious links.
Although the attacks focused on the iMessage client for OS X, but could work on any iPhone that had turned SMS forwarding on. So as always, make sure you have all of the latest updates installed, and double check links before blindly clicking on them.