That is, are the electrum of the same version developed for Linux, Windows and MacOS identical. This is not about the security of the OS itself, but specifically about electrum.
As far as I'm aware, the source code is the same regardless of the OS that you use. You can also build and develop it on your own if you don't want to download the app file[1]. Also, they don't use wallet.dat[2] like Bitcoin core. You should be able to copy and paste the wallet file regardless of the OS. CMIIW.