And Linux has no warning and no button to check the program with antivirus before running. How worse could it be?
In comparison, on Android and iOS there are sandboxes, and you can run any program relatively safely as long as you don't grant dangerous permissions and your kernel is not outdated. And even if you grant permissions, the malware still won't be able to read your browser cookies or the messages in your Matrix client.
Linux needs to be better that this. Linux seems to be built on presumption that you either download the code from official repository you trust, or write your own, and doesn't support safe execution of third-party or closed-source programs. For example, if you run proprietary software, it might scan through your data, silently collect your hardware identifiers (like motherboard serial number) to better track and identify you and Linux does not prevent this.