I'll give it a try:

privilege separation and permission since the beginning

only super user was allowed to install new software

(simplifying) different distros and different versions created diversity making it difficult for an attack area to be widespread across all installations

typing a password for additional privileges requires more attention than clicking a button

apparmor has been enabled by default since a couple of years, it used to break some stuff but not anymore

(simplifying) new files are not executable, and they don't rely on extensions to determine the associated program

since linux is not the default it requires a learning curve that people using windows don't have, so users are more tech savvy

since the source code is available, more people COULD have a look at security vulnerabilities, and in case of emergency the don't have to wait for someone else to provide a patched binary

That said, I don't consider security on windows to be a disaster. It certainly is improving and in general they also pay a lot more attention to security.