Generally protected folders (CFA) will protect system32 , but trusted apps can make it through. e.g. explorer.exe and powershell.exe if it's run in the terminal. Untrusted apps are expected to be blocked.
My general point is that modern windows landscape has an incredible number of protections that linux systems don't. and linux has become a bigger target over the past 10+ years as well.
It's not so much to say that Windows is better, but to encourage Linux users to be more careful with their systems, and Windows users to enable those features if they turned them off in the past.