I don't mean to push the alarm button, but.......
if you don't recall you had MSE installed, nor can you find it in Programs and Features, then it is very likely you had gotten a rogue program disguises as MSE.
There are faked MSE in the web.
I am not a security expert. I understand there is a Security guru who frequents in this forum.
Hopefully he will come to your rescue.
Meanwhile, while you are waiting, would you try running a free version of Malwarebytes and see if it catches anything.
Also go to C;\Program Files, or C;\Program Files(x86) and delete anything that says MSE.
Also use regedit > HKEY_CURRENT_USER > Software and delete the same.
Repeat regedit >HKEY_LOCAL_MACHINE > Software and delete the same.