Linux has forever been considered above Windows when it comes to security. Part of the reason for that, and what people usually assume, is that Linux doesn't have a meaningful market share for attackers to target with sophisticated malware or attacks. While that holds true when compared to Windows's market share, it definitely is not the full picture. Linux also has an advanced permission management system that usually prevents files from being accessed or executed, which provides additional security. I tested this by setting up WSL and an Ubuntu installation, then letting it scan my data, including a file infected with make-believe malware, to see how it responded.
