My anecdatum: I once had a Windows machine that was frequently giving me the famous BSOD. Sometimes it would run for a few minutes, other times it would happen immediately on boot. Booting the same system in Linux would only produce some kernel errors, but the system kept running.
That's the kind of stability I need.
P.S.: Turns out the RAM was bad and replacing it fixed everything.
So you were just lucky and Linux didn't happen to allocate system / driver critical memory to your specific RAM's broken side and this sheer luck gets it a praise.
I had the opposite. I got a Thinkpad with a broken RAM IC. Windows was booting and working 99% normally with the desktop apps. However running a browser caused it to completely freeze. Linux didn't even boot. It didn't move past the early stage. So it is Linux' fault now?
I forgot to mention that the Linux kernel was printing warnings about the memory so it somehow knew something was wrong and was able to mitigate the damage.
So you were just "unlucky"? ;)
I won't claim to be an expert in either kernel but if you take both our cases (anecdatum) it seems that Linux is better at recognizing a problem and either mitigating it or failing hard. The latter sitatiion is much better than Windows just happily trying to use faulty hardware and rolling the dice. In my case, when running under Windows I was getting file corruption too.
My story is kind of old and so this was Windows 7, I think. Maybe Windows is better now.
In my experience Linux can have some driver bugs on specific hardware that windows doesn't, like not waking up after suspend on some Nvidia cards with some drivers, etc. But it handles hardware issues miles better.
90% of hard drives that windows does not detect Linux can detect and copy 99% of the data with some IO errors for the rest. Can handle hardware instability like bad rams or too high of an overclock for ages while windows crashes very easily.
That's the kind of stability I need.
P.S.: Turns out the RAM was bad and replacing it fixed everything.