Because of availability of control surface, absent in Windows and macOS and most importantly the Kernel access. Yep, there are security problems in any os, but to compare custom build Gentoo with your beloved Apple toy, please grow up:) Your argument is funny and nonfactual.
To trust that a company witch publicly cooperates with oppressive governments and creates on device scanning software , breaching all "privacy" promises, helping with your security is absurd.
I have used exclusively Apple computers since early 2000s, and can pinpoint the moment in which all that I loved ended.
The moment when the iPhone was born.
Since then fighting with Apple telemetry was "business as usual", the existence of Little Snitch is all the proof that you need.