Same on macos and linux, it's not a windows specific fault.
In fact there is a lot of legitimate software which provides "paste this into terminal" instructions, for instance homebrew on macos (https://brew.sh). This then goes and retrieves a shellscript and executes it with no validation.
This is a general purpose computer fault. The fact is general purpose computers are not a suitable tool for the masses, they are highly complex tools only suitable for those who know how to use them safely. Most people would be much better off with an appliance.
I remember a time, not so long ago now, when folks started talking about licensing actual PCs, and everybody else could have tablets and chromebooks. It may seem harsh, but if security matters it may be time to discuss this again. It wouldn't even have to be a difficult bar to cross for security. "You receive an email with a link in it from someone you don't know. What do you do?"
"You see a pop-up ad telling you your system is infected and to click this link to clean it. What do you do?"
A series of five or six questions like that would weed out the most egregious users, and anybody with a moderately technical aptitude would pass. We still treat computers as toys, even though they're running the world. It's probably time we get over that mentality and start treating them as the dangerous tools they are. Motorcycles are fun too, but you don't just hop on one and roll down the highway the first time you see one. There's a process to it. And yes, this would probably mean that classes would be much more popular in the vein of, "Don't be a dumbass and click everything you see." Frankly, that would be a good thing.