Scam emails will likely exploit your email client, your browser or your technical/it sec inability - neither of which is solved by windows alone. Education is the definite answer, not switching platforms.
Scam emails are unlikely to affect your platform in their current form for most users. They affect, instead, in most cases, your bank account.
Yes, education is the key, but certain classes of problems are largely solved by switching platforms.
In fact the PCI-DSS standard requires all desktops in the processing environment to be running antivirus software unless they are on a UNIX-like operating system.
