Almost all security problems associated with a modern Windows system aren't because of any inherent design problems but rather inexperienced users who run executables which contain malicious software. Linux/FreeBSD on the whole aren't popular enough and attract savvier users.

Currently, there's no perfect solution to this problem. By making is very easy to run any software, you also make it very easy to run malicious software as well. App store/package managers provide half a solution, but are still far from ideal for vendors who don't want to rely on the whims of those packaging, and the process may not guarantee safety or security. Forcing applications to operate in a sandboxed environment is probably the way forward in the long-term, but that's still some way off due to the overheads required to do that while still retaining backwards compatibility with existing software. I think the fact we're in this limbo is one of the reasons that has made web apps popular, because it is essentially providing a sandboxed environment of sorts.