People have been releasing proof of concept viruses for some Linux distros, the main problem with a virus is between chair and computer, but for a worm it is about the OS, Daemons and Applications running. The first worm was done by exploiting sendmail so UNIX gets the accolade there.
Security and usability will always run contrary to each other, and if someone wants to execute a program then they're not going to be stopped on their own system. But, securing Unix based systems is a lot simpler and securing users is not that hard to achieve, so it works well in a business environment.
A lot of bluechips still run WYSE terminals for this reason (though there was a compromise there not too long back as well).
Compromises are primarily a numbers game, there is a lot of desktop and home users on windows so it will attract more attacks, but that is because usability needs to be high for them so there's no silver bullet, and educating them is way too expensive and on the whole not particularly successful.
A lot of security folk will say the war in cyber security was lost a long time ago when it comes to the majority of users, and there is a lot of truth in that.
But, Linux distros are many, and that makes it annoying to attack, as each compromise may not span the distros so a silver lining of sorts.