No, they don't.... z/OS, for instance, rarely requires patching and bugs are treated as product defects (not tolerated). z/OS has never had a reported virus or security breach.
Obviously z/OS, mainframe, is an extreme example, but AIX and Solaris are much more stable and require much less admin than Windows. Linux isn't great, but at least they don't make you pay for the privileged of being not great.
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