I run Linux. I MIGHT (big maybe) be more of a target for it. Do I care? No. It’s my right to run whatever OS I want and to control my own data in whatever way I see fit.
I’ll say it like this: Linux gives you more OPPORTUNITIES for privacy and security. Ubuntu right out of the box really isn’t going to do much for you in terms of privacy and security. But… can Linux be hardened WAY beyond what Windows and Mac are capable of? Yep. I don’t think there’s any debating that at all. That said, BSD is probably your best bet if you can live without certain conveniences.
The big draw to open source (other than philosophical reasons) is the fact that you have hundreds of thousands of people looking at code and finding/patching holes. You will never get that with any proprietary software.
Bottom line: Yes, I think it would be in your best interest to dive into Linux. However, that’s coming from someone who is a huge fanboy.