It's simply not true that compromising a process on Windows roots the box, unless the process is running as system or as administrator. Which is exactly the same as a unix process running as root.

Oh, and running an executable from an attachment. Outlook for Unix is surely going to save the attachment to a temporary area on disk, chmod+x it and then run it, all from a double-click. Why? Because that's much more convenient for the user.

It's pretty easy to make a unix system as insecure as Windows. In fact, this isn't a theoretical argument; Lindows sets up to run as root all the time by default. Why? Because it's easier for non-technical users, which is the target audience for Lindows.

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