I think it's the "don't be a dumbass" that's important, not the OS choice really. I haven't had a 3rd party virus scanner in at least a decade on Windows and have never had a virus or malware.
It's a great game, I've been recommending people spend their money on it over D4, for the same price they could get all the Grim Dawn dlcs and have a stack more content in my mind (-: