Look at the default file permissions on %SystemRoot% on most of those OSes. It's pretty much wide open; any user can screw with any of those files. (This seems to no longer be the case under Win7/2k8, and it was a little better under 2k3, where only "Power Users" could screw with those files.) Part of that had to do with the fact that the OS would install on a FAT filesystem and convert it to NTFS.

That said, there's a fundamental architectural difference, in that the privilege separation available in Windows is an afterthought and not built into the design of the system. Many experts agree with me and can speak about it much better than I can. Just google for "windows privilege separation". Here are a couple of good articles: "The Importance of Privilege Separation", "Bolted-on security features aren't secure".

It's also worth noting that Microsoft's resolution to security holes in the OS was not to fix those security holes, but just to implement a firewall. Not that there's anything wrong with a firewall, other than it kind of keeps you from remotely accessing the computer, and if you have to expose one of the exploitable services, it does no good.

Also, if you look at security fixes for other OSes, they largely amount to coding mistakes and are usually easily fixable because the change won't affect anything that's not trying to exploit it. On the other hand, Windows security fixes frequently break existing functions because they've had to rearchitect the offending code. (This is obviously a generalization, but it tends to be true.)

The other, and perhaps bigger, problem is that generations of Windows users have gotten used to being able to do whatever they want on their computers without being bothered with security. There were a lot of problems with Vista, but the one thing that got the most complaints was the intrusiveness of its UAC. And that was potentially the one thing it got right. Regardless, it's a psychological problem. Windows users are irritated when they have to deal with privilege separation, and Microsoft kowtowed to them by scaling back UAC significantly under Windows 7. That said, if they hadn't, people would have just turned UAC off. (In fact, they did, and they still do.)

And the fact that you can turn UAC off is just another example of how superficial Windows' privilege separation is. It just proves that you're allowed to do anything on the computer unless UAC recognizes that you're not supposed to. It's effectively a default-allow policy instead of a default-deny one.