The major Linux distributions have more security exploits found on average than current versions of Windows.
MacOS X has probably had more security updates than its predecessors largely due to its dependence upon many of the same libraries as the free n*x OSes.
Most of the issues addressed in patches of these exploits are the same issues address in microsoft patches, and is emdemic to the code used in developing the software.
I believe it's true for the most part that a greater percentage of the other OSes are better secured, however, this issue is largely a user issue, but also a numbers issue.
Windows is pretty easy to secure. At the very least, run a firewall. Preferably, do that and keep the OS up to date. Pretty simple (and required to secure the other platforms as well), however, the main problem is that many users don't do this, either due to ignorance, or (sheer stupidity) because they think that everything that connects to microsoft.com is spyware, or that an updated EULA means MS wants to "own" their computer. Users ask for more and more security, but when they get it, they try to disable it, or use such loose policies that it is effectively disabled.
The sad part is that the above is a major issue, but not the largest issue. No matter how many times people are told not to execute attachments or download code from or submit personal information to links found in unknown/untrusted emails, they continue to do so. Many of the most recent "exploits" have fallen along these lines. A lot of the code has been normal executables that happen to do unwanted things. Instant messengers have been used in this context as well. Someone you don't know (likely because you don't block senders not on your allow list) sends you a link to an exe. Stupidly, you download it and run it, and it records your keystrokes and sends the log to the bad guy whenever you connect to the net (or other malicious act). All easily avoidable by using common sense, and all able to be accomplished on other platforms.
Where the numbers issue comes in is this:
If a platform only has 1 - 2% marketshare, and of the 1 - 2%, most, if not all of the userbase is pushing for that platform to have greater success, there aren't going to be that many people around to actively and maliciously exploit the platform. Plus, of that 1 - 2%, there aren't going to be that many coders with the skill to build malicious code for the platform. The few that have the skill to do this are likely the ones working to directly enhance the platform or build software for the platform. If they do have time to make malicious code, they'll likely do it for Windows so they can point to that code as one more reason not to use Windows.
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