No! Linux security, especially when compared to Windows options, is solid. But, Microsoft is asking the question. They want potential buyers to fear uncertainty (FUD) regarding the Linux reputation of security. However, there is one thing you can know. Windows security experts hope they know all the potential flaws in the Microsoft operating system and bundled programs. And, they hope because they don't commit to the source code, nor is it typically made available. Ask your Microsoft vendor if they have access to the source code and if they can immediately implement changes should security risks be found. The answer is likely going to be "no."
Tony Lock at The Register talks about this topic authoritatively.