That depends on what your definition of security is. Security is not just about minimizing the chance of malware infection. It's also about keeping people's data private and safe, and malware is by far not the only threat to such things. Security even includes protecting users from themselves. It is a very large field.
I can even provide some anecdotal evidence from personal experience, explaining how the Windows file manager was instrumental in helping malware delete a few gigabytes worth of photographs. My girlfriend spent some time traveling Asia. She would occasionally stop by in internet caf?s to upload her travel documentation to the web, and to transfer her photographs from her camera to one of her USB drives. It was probably in such a caf? where she picked up malware, which was really just an executable file (*.exe) that had at some point been run on the infected host. The malware ensured that the windows file manager was configured to "not show file extensions for known file types". It then made all the folders on the USB drive "hidden", and then copied itself to the USB drive, once for every folder it had previously hidden, and in that process, took on the names of those folders.
This piece of malware was extremely trivial, just a normal exe file, with an icon that looked exactly like a Windows folder. Because the file extensions where hidden, she didn't realize that by clicking on the folder icon, she was not actually opening a folder, but rather launching a malware infested executable. Of course, the malware would then cause windows explorer to navigate to the corresponding hidden folder, so it didn't look like anything was wrong.
A few weeks later, when the USB drive was close to full, she clicked on the "folder" again, which caused it to delete all her photographs and to create an endless number of junk files in their place.
This was an extremely unsophisticated and low tech attack, and good for nothing except doing harm, but it is an example of how a file manager can play a role in compromising security. There are many far more sophisticated approaches.