Oh yes they do.
Not to anything approaching any kind of parity with the petri dish that is Windows.
Other operating systems have a few bits of malware most of which have never been seen outside of a lab, and the rest are largely theoretical. Windows has thousands of active infections ranging across millions of infected hosts.
So, by saying that other operating systems don't have the problem, the problem being that Windows infections are so bad that 70% of spam now comes from infected Windows machines, then no, they don't.