IT all depends how much usage of a particular OS is. As of now Windows is more popular and so more attacks are on Windows. Linux being less used and completely opensourced is infrequent to attacks.
Whether or not they are, the fact is that windows servers offer certain software compatibilty for designers as does with linux. I think that the stability is much better on a linux server, but as far as attacks, I have not seen much of a difference between the two in that area.