Further, due to the strong separation between normal users and the privileged root user, our Linux user would have to be running as root to really do any damage to the system. He could damage his /home directory, but that's about it. So the above steps now become the following: read, save, become root, give executable permissions, run. The more steps, the less likely a virus infection becomes, and certainly the less likely a catastrophically spreading virus becomes. And since Linux users are taught from the get-go to never run as root, and since Mac OS X doesn't even allow users to use the root account unless they first enable the option, it's obvious the likelihood of email-driven viruses and worms lessens on those platforms.
Unfortunately, running as root (or Administrator) is common in the Windows world. In fact, Microsoft is still engaging in this risky behavior. Windows XP, supposed Microsoft's most secure desktop operating system, automatically makes the first named user of the system an Administrator, with the power to do anything he wants to the computer. The reasons for this decision boggle the mind. With all the lost money and productivity over the last decade caused by countless Microsoft-borne viruses and worms, you'd think the company could have changed its procedures in this area, but no.
Even if the OS has been set up correctly, with an Administrator account and a non-privileged user account, things are still not copasetic. On a Windows system, programs installed by a non-Administrative user can still add DLLs and other system files that can be run at a level of permission that damages the system itself. Even worse, the collection of files on a Windows system - the operating system, the applications, and the user data - can't be kept apart from each other. Things are intermingled to a degree that makes it unlikely that they will ever be satisfactorily sorted out in any sensibly secure fashion.