Eli5: How are Zero-click exploits even possible?

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Like if nobody “asks” a piece of software to execute how does it get downloaded to my phone or PC and then execute it self ? I can understand attacks e.g where you download a jpeg and then click to open it and the jpeg had some extra malicious code in it etc, but without anybody “authorizing” anything how does the kernel allow the code to be run by the cpu etc ?

**EDIT** I am talking about forced entry zero click software like the one pegasus created for iphones

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