Yeah windows supports sandboxing with uwp apps just like app images or flat packs. Windows has app stores just like Linux distros.
The open source nature of linux doesn't automatically make Linux more secure. It is possible to have security through obscurity after all. Open source also makes it easier to find vulnerabilities not just fix them.
And the windows source code isn't that secret. Lots of windows developers have leaked it. My professor in college told me he had a copy.
Most of the Linux contributions come from big companies including Microsoft. Just patching stuff for their own use cases.
I don't use windows and all my PCs run Linux but most of this post is BS.