Linux is only considered safer because you don't run everything as root while in Windows people have a tendency to log in with their admin account and hence when you run executable files they have access to pretty much everything. Also, it's just more economically feasible for hackers and thieves to go after the operating system which has the most number of users by far - your going to get a lot more people with a windows executable than you are with a tarball that needs to be compiled for Linux.
Agree with everything you've written.
Although one problem with Linux is how easy it is for malware to get root access on a Linux desktop OS (one with a GUI). A keylogger can be written in just a single line of bash script and it is capable of keylogging your root/sudo password because most Linux distros have no kind of GUI isolation at all. It can then use the password to gain root priviledges.
Microsoft have actually tried to do SOMETHING about this. I am sure it is probably defeatable though.