https://madaidans-insecurities.github.io/linux.html
https://privsec.dev/posts/linux/linux-insecurities/
https://bjornpagen.com/en_US/desktop%20linux%20is%20insecure
A brief summary: No trusted boot, no clear security boundaries between system and applications, no application sandboxing, lack of mitigations (both on kernel and userspace), large kernel attack surface, insecure-by-design legacy systems (X, PulseAudio). Windows and macOS perform comparatively better on all of those.