There are a lot of levels of trust. For a machine that doesn't handle anything secret or financial data (including personal), Windows is generally good enough, for all its long history of exploits. Even then, many, many people and organizations use it for things that are secret or financial data anyway. Sometimes they get burned that way. A Mac is (maybe) a little better. Linux is better still.
Then there's a level of trust way out at the extreme end. If the secrets are serious enough, you can't trust the system you built it yourself from source and audited every single line of said source. Since hardly anyone can do that, having it audited and built by people you trust (in the case of the government, the NSA, for example) has to due. If it's even more sensitive, the network, or maybe even the machine, should also be air-gapped.
If you have a sensitive use case such as, oh, I don't know, running centrifuges to enrich uranium, should you trust a binary OS that wasn't built by your people to be either secure against exploits or to not be already trojaned? Of course not. Just ask the Iranians. Or the Russians themselves, who had a little refinery trouble during the cold war because of that.
In such a case, you either want your people writing the code, or at least very carefully auditing every single line of the source, then building the binaries from that code. If you don't or can't, especially in the case of embedded systems, you cannot have any confidence that software is even secure against exploits, let alone that it won't turn on you.