"Secondly OSX has the firewall on by default"
I never saw such a thing as "the firewall on by default" in the Linux world. Well, except for openwrt/dd-wrt "distro"s. For example, Debian installation nowadays is streamlined and simple and user is presented "tasksel" choices like "Debian desktop environment" varieties, "ssh server", "print server" etc but there's no way to enable a firewall in this installation "wizard" ("Debian Installer" is its name BTW). So after this user-friendly installation process is finished the very first thing to do is to setup some firewall rules (mine live in /etc/network/interfaces in the "lo" interface section), and most ordinary users wouldn't know where to start (run apt-get search firewall and see for yourself).
My opinion on the subject is this: if you put an effort into making your Linux distro accessible by ordinary users, then some "firewalling" must be included and turned on by default.
P.S. even on Ubuntu, FFS!
"Ubuntu comes equipped with the Uncomplicated Firewall (ufw) but the firewall is not enabled by default. Because Ubuntu does not have any open network services (except for basic network infrastructure) in the default installation, a firewall is not needed to block incoming attempted malicious connections."