If you are still tethering yourself to proprietary software and anti cheat enshittified games
The reason for malware is has nothing to do with the fact that Windows is proprietary. Linux users are just as much subject to these kind of attacks.
The main issue is that Windows ships with admin/dev tools such as Powershell, Start+Run, and command prompt - that Windows users do not understand, but social engineering attacks can persuade the users to do dangerous things. Such as paste clipboard commands into it.Linux does not improve in this area... in fact; Linux makes it worse.
Sure; Windows Powershell:
irm (URL) | iex from a Powershell prompt is dumb shit.
URL can be Easily typo'd, and there is no verification or confirmation. It's blind trust and run arbitrarily whatever comes in over HTTPS.
But Linux users will follow instructions to do something that is just as much dumb shit called:
curl (https://linkshortner) | bash
Or even dumber:
curl (URL) | sudo bash
curl (URL) | pkexec bash
Whatever.
If you think for a minute the same kind of typosquating and ClickFix exploits are not actively exploiting Unix/Linux users too, then I got extremely bad news for you. Linux may actually fare worse than Windows in this area. At least in the Windows world - a couple more manual steps are usually required to elevate.