Linux excels over Windows in the area of security by a wide margin, I have no qualms about running an app on Linux versus Windows, any day of the week.
You can make a pretty reasonably secure Linux server by doing your homework, it's nowhere close to impossible. An extremely secure server also requires a bit of hardware homework. The Linux desktop, however, is woefully behind macOS and Windows in terms of security by a pretty large margin, and most of it is by design.
(In theory you can probably bolt a macOS-like system onto Linux using tools like SCM_RIGHTS/pidfds/code signatures, along with delegated privilege escalation, no setuid, signature-based policy mechanisms, etc. But there are a lot of cultural and software challenges to overcome to make it all widely usable.)
No, this is wrong but might be true if you are talking about Linux package manager vs. Random Windows .exe on internet. But if you are talking about Secure Boot, encrypted disk, sudo etc. Windows is more secure but it looks like https://amutable.com/ will make Linux more secure like Windows.
Edit: Some insecure things on Linux: Dbus (kwallet etc.), sudo, fprint, "secure boot".
Windows at least has a proper ACL system; on Linux it just takes a single compromised executable to loose everything.