Besides the fact that Microsoft did actually build a very secure operating system, Windows 10 Mobile has such a tiny user base that almost no malevolent hackers/developers are attempting to target it. Because of W10M's nature, we've fallen into the same reclusive bubble as Linux. It's not that we're inherently more secure than other competitors, it's just that nobody is trying to attack us.
Overall, I'd say iOS is probably the most secure operating system, just due to its closed off nature, and the fact that its still being updated frequently to account for new threats. Android is actually extremely secure, more than people think, but there are simply too many factors and loose ends for it to ever be quite as tight as iOS. On Android, you're guaranteed a level of protection, but it's just a little bit more up to the user to not be an dingus. At one point, I noticed a lot of security technicians leaning towards Microsoft's mobile operating system as the most secure option out there. But, now? Not so much. As in so many other things, Windows 10 Mobile has fallen behind. It's just harder to see because the rest of the world doesn't care.