Oh come on. While I absolutely agree that Linux is more secure and generally a better idea to use it, this could not have been prevented by using Linux.
Your wallet.dat is in your home directory, in the .bitcoin folder. That means it is freely accessible by any binary you run. All it has to do is grab that file, and ftp/email/something else it to someone. That is all perfectly possible, even from a severely limited Linux user account.
Supporting Linux for its features is all fine, but don't go run around like a blind fanboy, saying the entire world could be saved by running Linux.
So, create a new user for bitcoin, use it just for bitcoin and it won't be accessible from your normal user login. I haven't actually done this but it seems like an easy way to get extra protection.
Yes, and in that sense Windows can provide the exact same protection, because even back in XP there was an option to encrypt/shut off your user directory, so that other users (even administrators) couldn't access it.