.deb is not executable. It’s an “ar” archive (see
https://manpages.debian.org/buster/dpkg-dev/deb.5.en.html for more details) containing a few other archives - for files and metadata.
The fact that deb extension is associated with an application (I don’t know what Eddie is) does not make deb executable. It’s like Winzip opening a zip archive on double click in Windows: yes, the file is opened, but no untrusted code has been run (assuming, Winzip is installed already and is considered trusted).
Linux is more secure because it has a much smaller attach surface. Even from the kernel interaction perspective, the number of syscalls in Linux is much smaller than in Windows, they are in a way more primitive and easier to audit. But the biggest distinguisher is lack of DCE (or MS) RPC - in Windows it’s ubiquitous, available both locally and sometimes over the network with various ways to access it (named pipes over SMB, DCE over TCP/IP, even over NetBEUI, over HTTP in some cases) which makes it hard to secure (Windows firewall is very complex as a result). Finally, Windows Carrie’s enormous amount of legacy and Microsoft is not interested in fixing it (they would rather push you to “cloud”).
Combination of code complexity and large attack surface makes Windows less secure that competition (although Pottering seems to be working on fixing it).