... I really don't think that a case can be made that GNU/Linux is more secure because it will take a user two more seconds to type a password before doing something ill-thought out
I'm not so sure. You have to remember that the average* Linux desktop user will only have cause to type in the sudo password when either the system update triggers or they're installing something new from the repository. If something outside of those events asks for more authority they're much more likely to think something along the lines of 'hang on, something's asking to go into God-mode and muck about with the workings of my computer and it's not one of the regular things.'
It's true that the Windows confirmation box is both big and yellow but it also pops up whenever, say, a browser needs an update, which is regularly. The answer to the question "Do you want to allow this program to make changes to this computer?" is usually 'Yes, now get out of my way' - Click.
If MS did something as simple as popping up a similar big yellow box whenever Windows Update runs it might go a little way towards reinforcing in user's minds the fact that something serious is happening
*I'm basing this average user behaviour on a sample of one: my wife.