I suspect that Windows is targeted because of various reasons. Windows
is easier to exploit and Windows users are usually less tech savvy than
Linux users.
Certain features (not bugs) in Windows do allow an easier way to do
things with other running processes (resulting in easier way to exploit
vulnerabilities within them as well), while this is either disabled,
only partially supported, or not supported at all in Linux. This is
often because these programs are not coded well enough to protect
themselves. However, this requires the calling process to have the same
or higher access level as the target process.
In the case mentioned here, your statement about less tech savvy people
is very true, since they are more likely to click "Yes" without reading
or understanding the question and potential consequences, and simply
allow the program permission to do such a thing. This is more annoying
under Linux since you need to re-type your password every time (which
would be a good thing for these people, actually).
There should have been an option under Windows to use both: The UAC
prompt with simply "Yes" and "No", or prompt for the password again. The
first one for users like you and I, and the other for them (they are
less likely to bother exploring, or they will wonder why they need to do
this).
All they have to do is click on the wrong advertisement in
Facebook and they're hosed. The same wrong ad wouldn't affect Linux.
Now, I do not believe this is a problem with Windows itself but the
browser or plugins the user has installed in the browser. Internet
Explorer, for example, has a support for ActiveX controls and allows
scripts to communicate with them, which I would consider very dangerous.
There was also this issue earlier when people pressed F1 on the "right"
site (you can search for it). Such things should never have been
implemented into IE in the first place, and would never have been
exploitable.