(Denny Crane: "I Don't Want To Socialize With A Pinko Liberal Democrat Commie.Say What You Like About Republicans. We Stick To Our Convictions. Even When We Know We're Dead Wrong.")
There is no "of course" about it. The installed base of OS X is now over 18,000,000 (25,000,000 if you accept Newsweek's survey) and worms and viruses have been specifically written for much smaller installed bases than that. OS X has been in the wild now for over 5 years and we still have not seen its first virus or worm.
The real reason is the extreme difficulty of writing a self-propagating
malware for a machine that requires permissions to install and then again to execute for the first time... it's all about a lack of vectors that would allow the malware to spread.