A lot of these are non-exe files, like images/video, crafted to execute arbitrary code through some bug in outdated software that opens them. Could be a web browser or something else. It does take a while for an OS to be so old that browsers don't support it anymore, but sufficiently old ones are vulnerable to known spectre exploits breaking out of the JS sandbox for example. Or random other browser features can be exploited.

Also, Wannacry is a good example of a LAN attack reaching further than you might expect. Or there are various conditional ways to breach the NAT, one of them simply being NATless ipv6 with a misconfigured firewall.

Microsoft might bluff a bit and actually backport fixes for very serious issues, like how Wannacry was patched all the way back to XP. Maybe Win10 is fine for several years, but the real problem is that you don't know how vulnerable you are with each passing year.