Yes, it does. Recent versions of Windows (Vista and especially 7) have had security track records at least on par with OS X and desktop Linux. Mac OS X hasn't been doing terribly well lately, and Apple is notoriously slow to patch known security flaws, e.g.: http://bit.ly/62bTNQ

I'd provide a link to hard data, but for some reason Secunia's taken down their list of unpatched vulnerabilities in OS X (?!), even though they provide this data for most other operating systems, including Windows.