Most third-party anti-virus software would also hog down your system performance and open you up to adware, and open other doors unless you got their additional software to lock those doors, and so on.Well, in most of the cases, yes.
There were rarely malware viruses that made a user get it without their fault acting.
E.g. Blaster, LoveLetter was well made, but usually Windows users with a bad Antivirus and very questionable browsing practices was the ones that got em. And Antivirus is like a Airbag, it also won’t always safe you in a car crash, you still have to drive wisely.
It is practically like driving with an open parachute behind your car.