Windows checks the code signing certificate of the exe, and if it isn't present and the binary not widely used shows you a big scary warning to discourage you from running it. And if the exe is signed that at least tells you where to send the police after you were infected.

Of course open source projects rarely sign their exes because those certificates are expensive ($300+/year).

It's better because you almost never need to give root permissions to the installer, unlike on Windows

Short answer: it's not, and that's the problem.

Long answer: Windows has a few conventions that make it "better", like a predictable place to install your files, a global authoritative "registry", and never having dynamically linked (and separately installed) dependencies. By sheer virtue of not having a good package manager, Windows has avoided dependency hell. That does, however, still leave it without the utility of a package manager.

I skim little python or bash scripts after downloading them. Therefore, there’s at least one person who does it… sometimes. Nobody checks an exe!

Mostly it is the same though shrug. There thankfully don’t seem to be many hackers going after the niche of desktop Linux users.