To be fair, you trust Microsoft to be your OS. Installing another browser means that there are now two parties that could be malicious or hacked (distribute a compromised update) rather than one.
FWIW, I run Firefox on Debian Linux and an open source browser on Android as well (so no Safari hijacking going on either), but I can see valid logic in their statement ...even if they might not themselves have considered whether this is true before using it as marketing