Was thinking Linux might be a better option for [privacy] then Windows.
Privacy depends on you, not your operating system. Privacy is about what you send through the wires and how it is sent. The browser, websites you visit, and type of connection you use can all affect privacy – linux vs windows doesn’t really change much here.
almost all Linux is open source and free, not run by a company that has to pay all of it’s employees, so there’s no incentive to gather data and sell it to ad companies.
Huh? That argument just doesn’t carry much logic. If you give away something for free, but have to support development time, server space, etc there is more incentive to get money through other means. Most linux systems don’t gather and sell your data, but it has nothing to do with financial incentives and everything to do with the communities they are shipping to.