Hi,
There is no need to scan action files for viruses. They are simple data files and there is no scripting language or other execution capability in them, so there is no way for them to spread a virus. It might be possible for a .zip file with an action file inside of it to contain other files beside the action file and those files could contain viruses. However, it is pretty easy to examine the contents of a .zip file before you extract it to see if there are other files present.
Hope this answers the question, let me know if it doesn't.
Thanks,
Don