I wonder what percentile of users have suffered financial harm on Windows versus Linux do to system insecurities. I have zero data on this, but history would imply Windows is far less safe.
In practice I would say Apple =~ Linux < Windows, though the latter can certainly be locked down if you know what you're doing.
However I think Linux's security is partly an artifact of a more techie user base. For a non-technical or too busy to be technical user I would say Apple offers the best security out of the box.
A file that sitting on Windows that's been encrypted with a piece of well-audited encryption software is pretty safe. And if you want to be really certain, don't keep the machine connected to the internet except for software updates, and never while you're accessing your encrypted BTC archive.
Windows is targeted more (not exclusively, however), due to its popularity. If everyone moved over to Linux for the "security benefits", Linux would be targeted just as heavily.
Both Linux and Mac users have been hit with ransomware.
The other factor is that the vast majority of Windows security administrators (i.e., random users) are incompetent.
In terms of the security of the operating system itself, Windows may well be more secure than Linux. Many Windows applications, however, are going to be much less secure than the OS--although it's not like Linux applications are stellar in this regard as well (e.g., Docker).
However I think Linux's security is partly an artifact of a more techie user base. For a non-technical or too busy to be technical user I would say Apple offers the best security out of the box.