Please DO NOT download anything that you're unsure of. People often intentionally dangle these kinds of files as a bait. I would avoid downloading them at all costs, even if you're not going to execute them. I'm not sure why people would recommend doing so, you literally can generate one by downloading Bitcoin Core. You don't even need to synchronize it.
who thinks that? i agree that is the wrong attitude
I find it quite common, given how people almost always take the advice of "don't use Windows" at it's face value. Your security depends far more on your habits rather than the OS.
All OSs are vulnerable to malware and phishing attacks. The only way to avoid being victimized is to educate yourself, and be diligent. The OS you choose will not save you from mistakes.
Exactly and I can't emphasize it enough. People seem to think that there are no vulnerabilities associated with Linux based distributions. That is completely and utterly wrong. Zero days vulnerability has been exploited from time to time; Shellshock on Unix based systems with bash, a whole bunch of distribution specific backdoors as well. The most common is still users willingly running it themselves.
I don't disagree that Linux is better than Windows in some aspect but Windows is designed to be KISS and not over complicate certain things. From time to time, you'll see users coming on the forum to seek advice on running certain things on Linux. It is quite obvious that some didn't do their due diligence and are instead relying on websites to teach them how to compile Core, for example without knowing how to resolve simple issues; not having correct Path variables, not having updated dependencies, etc. It's okay if you want to learn how to use Linux, but if you aren't prepared to read up on it in depth and practice simple security habits, then you're just shooting yourself in the foot.