It's the dancing pigs problem. Most Linux users know what they are doing and don't run random executables off the internet. If Linux had the same market share, it would have the same problems as Windows. Just look at what has recently happened with Mac OS X - as the market share increased, it started getting trojans too. True exploits against OS are rare now a days. The most exploited factor is between the screen and chair.
And no, repositories on Linux wouldn't solve this problem. If Linux had the market share, there would need to be a way to install programs and games from other than the distro repos. Such system works fine for servers and small amount of geeks who use Linux on desktop, but on large scale it doesn't work. Even most FOSS people are actually against this model - just look at the "walled garden" comments against iOS and WP7 on Slashdot.