Earlier quoted context omitted.
And you likely have protected folders and certainly s mode disabled
It's a testing box, sure, but a lot of people have the same setting, usually because of some legacy app that requires it. It does contradict your insistence that Windows would never allow such things. An exploit doesn't need to do its thing silently in order to be effective. If a security apparatus can be bypassed by tricking a user to flip a switch, it WILL be bypassed. Heck, just trying to install or update Notepad…
Generally protected folders (CFA) will protect system32 , but trusted apps can make it through. e.g. explorer.exe and powershell.exe if it's run in the terminal. Untrusted apps are expected to be blocked.
My general point is that modern windows landscape has an incredible number of protections that linux systems don't. and linux has become a bigger target over the past 10+ years as well.
It's not so much to say that Windows is better, but to encourage Linux users to be more careful with their systems, and Windows users to enable those features if they turned them off in the past.