You don't hear of them blowing up or catching fire too often
As others said, with regards to data security it depends on how up to date your AV is.
I'm unsure whether you would get a 'million' updates from MS immediately or whether existing ones are no longer available. I'd suspect a fair old time updating when you first connect to the Net.
Changing OS is all very well but one gets familiar with one, and you'd need confirmation your Windows programmes would run easily on a different OS.
I suspect you may be worrying too much.