Linux uses
smart authorization management.
In Windows you (and any program you install) usually have the right to do pretty much anything to the system.
If you feel like punishing your PC because it just let your precious work disappear, you can go inside the system folder and delete whatever you want: Windows won't complain.
Of course, the next time you reboot, trouble begins.
But imagine that if you can delete this system stuff, other programs can, too, or just mess it up.
Linux doesn't allow that.
Every time you request to do something that has to do with the system, an administrator
password is required (and if you're not an administrator on this system, you simply can't do it).
Viruses can't just go around and delete or modify what they want in the system; they don't have the authorization for that.
Have a look on some references:
Is Linux Really More Secure Than Windows?[
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Why Linux is Better[
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Linux protects your computer[
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Is Linux server more secure than Windows server[
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Why is Linux more secure[
^]
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