Windows has had a sufficient built-in virus/malware scanner for a while now. But, I agree, it's now as easy of a target as other Windows 10 machines out there.
No, because desktop and server Windows 10 machines have to be compatible with arbitrary older binaries that were written against the Win32 API. The Xbox One version of Windows 10 can leave out the backwards compatible and more easily targeted parts of Windows, and only support UWP apps, which are sandboxed and thus are less exposed to various types of exploits.
I agree. MS's recent anti-malware offerings are definitely up there. Their efforts in the area have been paying off.
The major issue is identical executables being operable across platforms makes for much easier transmissability. Eg, how many people put their XBoxes and Windows machines on the same home network? I'd posit a majority of people who own both platforms, simply for simplicity's sake.