Then you should go review major security events.

Attackers have been able to compromise major environments regardless of OS type. Windows having a larger market share is clearly going to have more compromises, but other OS based environments are just as prone to compromise. There also have been major incidents with standalone applications that are OS agnostic.

Heartbleed is a great example of an OS agnostic flaw that was used for major attacks. As noted earlier while the OS does play an issue, its more than likely just correlation rather than causation due to Microsoft having a dominant position in the market.

Reference: https://en.wikipedia.org/wiki/Heartbleed#Exploitation