I'm not remotely worried about picking up a virus using Linux and to be honest I have never met anyone who ever had their security compromised.
Many of these so-called threats to Linux seem to be theoretical:
Considered a proof-of-concept virus, it has not been found in-the-wild. As such, it is not posing a threat to users
I've never heard of a Linux server being brought down by a virus.
If you try to open an attachment on a Linux system using something like Thunderbird and that attachment was an executable file, then you would need to be a superuser to run the file.
On a Windows system then it depends on the mail client. Some will not let you open an attachment or will query it and say that it is a security risk.
The point about Admin privileges on a Windows system is what happens when you are browsing and the likely consequences of accidentally downloading and installing - something like a trojan, which is what happens to 100's of users every day.