I'm sure the Linux commissioned study says the opposite.
Yes there have been tons of them. Way too many assumations and exceptions in both this study, and the ones bias toward Linux.

evertheless, the default OS settings of Linux is more security-oriented... Windows has made the OS easier to use at the expense of security dimensions....
This is ONLY true IF the user installing it does NOT use the root as the primary user. I have found more then one person running Linux as ROOT because they had problems installing a package or some app, so they just ran as root. Or how about someone that opens up the stock firewall to accept all incomming?
To say that Linux is more secure out of the box after install then Windows is to say that all Windows users are not knowledgeable, and Linux users are all Guru's. It isnt the case.

Compare a properly configured Win-box verses a properly configure Linux box for a more accurate measure. Post your results, become famous, date super models!

Gore:

The researchers also studied Red Hat and Windows Web servers in minimal configurations, taking out of consideration applications that are not needed for serving Web pages. Even in that case, Microsoft still handily beat Red Hat, with only 52 flaws, compared with 132 for the Linux software.
Tons of software?