Windows is notorious for having security issues... https://www.techradar.com/news/microsoft-has-uncovered-loads-of-windows-11-security-threats-heres-what-you-need-to-do
Also... Widows 11 is not only full of security holes.... it is full of bloatware, spyware, and gathers PII from you whether or not you want it to.... forget you privacy if you install this opsys....
Not saying widows is all bad.... just try to make an informed choice and balance what you want against what your willing to give away.....
Windows 10 was that way OOTB, but through a series of registry and install tweaks, nearly all of it could be contained. My understanding is that containment isn't possible with Windows 11.
That article is almost 30 months old.
The vast majority of work that makes it into all of the major Linux Distributions is funded by corporate interests and it is often difficult to tell what their motivation is. It is not out of the goodness of their hearts.
The common wisdom is that most Linux distributions are more secure than Windows largely because their user bases are much smaller. 77% of desktop and laptop computers run Windows vs 2% running Linux. They are a much smaller target for hackers. Linux users also are typically more tech savvy than Windows users... and there are other reasons for security issues. But there is less accountability with those developing Linux distributions and they tend to take longer to react to newly discovered threats.
But the major security threats to most people are not their desktops and laptops, but their phones and tablets. Samsung and Google provide the longest support for their products... 5 to 7 years. But other manufacturers such as Motorola provide only 2 years and some provide security updates only as long as the model phone or tablet is being produced. Phones, which most people use for financial purposes and all sorts of communication are woefully insecure.
But of course, fishing scams are the primary way people's personal information is stolen and even the best of us fall for this type of crap on occasion.
This discussion could go on and on... Personally, I use Windows, Linux distributions my phones and Apple devices for what they are best at. No operating system is completely bulletproof.