As someone who has used both nearly every day since the beginning for windows (3.1) and a long time for linux/unix (prolly near 2000), and spent a lot of time learning security, the security model is completely different, especially considering features like SE linux.
I am not denying that linux is the "safer os", but since (imho) the majority of stolen wallets come with installing
malicious bitcoin related software, that might be infected, it won't make much difference. It is not the tricky exploits that this software is using, people are knowingly installing and running it.