If you run programs that you can't trust (for example because the source is unavailable and/or nobody reads it, no one is a gatekeeper of program updates etc), then you are opening yourself to attack because the default unix security model is just as bad as the Windows one. (The Windows one used to be much worse, but it isn't anymore, now they are the same badness)

Nowadays, the web browser is used as a platform to run programs on and so it has a lot of access to weird things (multiple monitors, local filesystem, ...) so one has to be careful what you enable there--since you probably run a lot of Javascript written by shady people you don't know.

The Linux desktop security model has user accounts, and then files have permissions for those users (yeah, there are also user groups, whatever). That means if you have a misbehaving (or malicious) program, it can read stuff in your home directory since that's owned by the same user account--so it can read your saved passwords, delete all your photos, figure out your banking info--but hey, at least it can't remove your printer (since for the latter you need to use the root user account :P) /s .

There are mitigations against that and the easiest (and crappiest) one is containerization: just run each program in an isolated virtual-machine-like-thing and they can't access other program's data (i.e. the rest of YOUR data) in the first place.

Then there's SELinux which flips this entire thing on its head. By default, nobody can do anything (that's the first very good decision!). If a process wants to do things, there has to be a policy installed that mentions that specific thing to be allowed and when. Otherwise no go. This way of working is much safer, BUT someone has to maintain those policies! And it must not be the program's author since he could just add whatever line he wants to have to the policy--and that's obviously bad. So who does it? Usually the Linux distribution's maintainer. Or, more commonly, nobody--so there's no policy for your favorite program and so it won't work.