We do have rolling out Linux machines in our roadmap, hopefully quite soon.
Thanks for the feedback about fullscreen mode I agree it is annoying. We haven't yet figured out a simple way to communicate that choice but it's absolutely necessary.
Regarding security: This is obviously a question we get a lot. We're providing you with an isolated VM, it's not a shared resource. Only you have access to it. We are basically managing backups for your data as file system volumes. We don't have any further access to it. Dropbox was pre-installed for convenience but I see how that may be suspicious.