[Note: I started typing this before power went out and am finishing it 4 hours later. I have not read to earlier posts to see if this is now redundant. Sorry.]
I've condensed your concerns and added one that you didn't ask:
1 - If I lose my phone with a MicroSD card in it.
2 ? Security. Apple has always been (or at least perceived to be) the more secure OS.
3 ? Apps. As I mentioned, I love my games.
4 ? Picture quality.
5 ? Continued support.
6 ? What's unique about Windows Phone
1 - If I lose my phone with a MicroSD card in it.
Fortunately, both Android and Windows Phone support the ability to encrypt the contents of the phone and the SD card. Encryption isn't on by default and you may need to connect to an Exchange account or other "mobile device management platform" to enable it, but it's absolutely possible for you to be safe. Microsoft has a "find my phone" and "erase my phone" feature that's just like Apple's service.
2 ? Security. Apple has always been (or at least perceived to be) the more secure OS.
One of the reasons that MacOS has historically been safer than Windows Phone is that it has consistently held a low market share. As such, hackers would naturally have less interest in it as there are fewer opportunities to get access to information. The opposite is true for iOS, although it's fairly well locked down and its share is shrinking relative to Android. Windows Phone has both obscurity
and security going for it. The app security model for Windows Phone is secure that two apps from the same developer can't even share files. Essentially, every app thinks that it's alone on the phone and the files that it stores are visible to it alone.
3 ? Apps. As I mentioned, I love my games.
This is less of a problem now that it was six months ago and the rate at which the "important app" gap is shrinking is picking up speed. There's a good chance that you might not find the app that you want from the developer that you want, but a third-party alternative or a little bit of patience will likely satisfy you.
4 ? Picture quality.
The Lumia 1020 is nothing short of amazing. I have a 1520, but had a 1020 for a week. (I returned it because it lacked wireless charging, which I was used to from my previous phone.) If you care about photography, you owe it to yourself to spend some time with a 1020. The 1520 is nice, too, but the 1020 is unique.
5 ? Continued support.
Microsoft has pledged a fairly long support period for Windows Phone. Given the duration of consumer electronics, you should be fine.
6 ? What's unique about Windows Phone.
You didn't ask about this, but it's worth telling you some things.
You've likely read about "Live" tiles. These are effectively areas about 4x the size of an app icon on iOS and can be used to show information from the app even before you launch the app. Of course, how well this feature is exploited varies by the app and a lot of well-known cross-platform apps might not do much with it since the feature can't be replicated in an iOS environment.
Another unique feature that developers can exploit is creating "secondary tiles" that effectively serve as the app equivalent of browser bookmarks. For example, I use an app to routinely check the menu at the university's faculty club. In iOS or Android, I'd launch the app, tap the Guide tab, tap Merchants, scroll to the faculty club, tap it, then tap the menu tab. In Windows Phone, I can choose "Pin to Start" from the menu page and get another tile on my Start screen; that tile launches the app right at the place from which I pinned it.