I was one of the folks in charge of defining and building the Windows Phone 7 application platform. I pushed extremely hard to ensure that when WP7 shipped the app sandbox was tight, tight, tight. So much so that I pissed enumerable people off because we refused to open it up to anything but managed code. I always argued that the product would be better off in the long term with a real reputation for being solid & secure.
It was hard to do, but we were able to do it because WP7 was basically a v1 product and we had no backwards compatibility requirements (or existing customers <g>).
For Big Windows, it's a lot harder. A LOT HARDER. But I have read that Win8 will have a sandbox for new apps. That should help a lot, but it really is just a start. AV software will still be a necessity for most users.
Note that I find it highly ironic that Android failed to keep their sandbox tight early on and as a result that platform is suffering significant malware problems. Timely: http://techcrunch.com/2011/11/20/mcafee-nearly-all-new-mobil...