Go to e.g. osvdb.org, search for 'Linux kernel': 878 results. Search for 'Solaris', which includes many non-kernel vulnerabilities: 595 results; search for 'freebsd': 171, including e.g. ftpd issues; search for 'OpenBSD': 93, again including stuff like an XSS in OpenBGPD's bgplg (very much not part of the kernel!) This is not merely historical; Full-Disclosure readers get a "vulnerabilities in Linux kernel: 20 issues fixed" every month or so.
Yes, Linux has some really nifty stuff, lots of people are looking at it, and things like GrSecurity can be useful. But it also has a lot of (local) kernel-level vulnerabilities compared to similar pieces of software.