A harder look, yes. But the security is built into the OS, unlike Mac and older versions of Windows. Win7's security is fairly decent, but still doesn't have the equivalent of SELinux or AppArmor built in though. Since Linux's like Ubuntu are rootless, it is also harder for Malware to survive a reboot, even if it does manage to infect the system as demonstrated a year or so ago with a cross platform Java exploit that hit all three, but only Linux wasn't permanently infected.
The other thing on Linux is the repositories. You aren't out hunting for software and executables from who knows where like on Windows and Mac. Everything gets installed from the repositories, unless you go rogue and start rolling your own stuff.