This is not true, a mobile phone poses more security threat than a computer for obvious reasons, i.e. their OS.
The OS is not the main problem. The reason why mobile devices are more risky for security is because they're made to connect to lots of different networks like Wi-Fi, Bluetooth, GPS, NFC, and more. The more networks they connect to, the more ways there are for hackers to attack them. It also makes privacy worse for the same reason.