>Is this worst-case scenario for linux users any worse than the average-case of windows users downloading an .exe from a vendor's website and running it?

Well in my case, I screw around a lot on my computer. So I end up copying and pasting a few lines of bash code that download god-knows-what because I accidentally deleted the entire /etc/ directory and the howto guide that was the 3rd result on Google says "run this it will totally work".

So at least for me, yes, it's often worse than installing an .exe from a vendor's website.

But I didn't mean to say Linux installs don't tend to be safer than Windows, just that it's not as rosy as the original comment made it seem like.