Linux is definitely a target, it runs the majority of, well, everything. The DoD uses Linux, defence contractors use Linux, infrastructure, most of the internet, etc... The idea that it isn't targeted because its "obscure" is silly, it's just more secure.
Also, remember when Microsoft themselves were hacked multiple times by Russia? Or when a Russian spy was hired by Microsoft?
Windows has historically been insecure, it could just be that Microsoft is bad at security...