

A threat model in which you don’t trust the Linux Foundation and volunteers but do trust Microsoft.
Its all about what you want to protect. If a security breach is worse for you on Linux than it is on Windows because of which party has the data, then for you, Windows might be more secure.
Some people get confused because they think there is some objective measurable security rating one can apply to a system for every person. There isn’t. We may use the same systems but have different threat models and thus rate the security different.
Simply: Do the protections against someone taking your computer and installing a malicious program before/as your OS, or a program that has attained root on your machine and installs itself before/as your OS, matter enough to you to justify the increased risk of being locked out of your machine and the effort to set it up and understand it.
If you don’t understand and don’t want to put in the effort to, then my advice would be to leave it off. Its simple, and the likelihood it saves you is probably very miniscule.