It's funny that there are two people in this comment thread praising Windows' security, and both are aggressively antagonistic for no reason.
Considering Microsoft's general security posture (e.g. check the number of critical cross-tenant and trivial to exploit security issues in Azure - which is unique among cloud providers in their number, criticality and triviality), I wouldn't trust them in the slightest. I know Azure and Windows are different business units, but if nobody in Azure cares about reliability or security, as is obviously the case, I severely doubt that's an organisation that puts emphasis on either.