No, it is not a fact. The default setup of Safari has more vulnerabilities than the default setup if Internet Explorer. But, the default install of Safari includes a lot of third party components with bad security records, such as Flash, Java, PDF support (based on Adobe PDF specification), & etc. Internet Explorer does not include these by default and so it appears to have less vulnerabilities but in actual usage it is worse than Safari once these components are installed in IE.
Internet Explorer is worse because these components often have no security mitigations in Windows and disable the security of IE while these components only have lessened security mitigation in OS X. This problem with third party software in Windows is shown in this
article.
That article also makes it apparent that Windows does not have full ASLR given that a lot of software has DLLs that are not randomized. Mac OS X is criticized for not having full ASLR because the dyld is not randomized but dyld is directory of dylibs which are the Mac equivalent of DLLs. Luckily the
DLL hijacking issue in Windows is not a problem for Mac OS X.
Privilege escalation is required for virus install but browser exploits only allow for arbitrary code execution with user level privileges. Arbitrary code execution allows the attacker to take control over the vulnerable process with the level of privileges of the process which is usually that of the user (Safari has the current user's level of privileges). Privilege escalation is possible if a component (kernel or DLL) of the OS with elevated privileges is accessible by the compromised process but only if that component also has a vulnerability that is exploitable. Therefore, both the arbitrary code execution exploit and the privilege escalation exploit have to be linked together in a logical manner. This is the difficult part; finding a string of exploits. Given that such local exploits are rare for Mac OS X (only 4 in last 3 years and only 3 were in default components), the statistical odds of finding a working string of exploits for Mac OS X is not trivial; especially, when compared to the potential to find such strings in Windows, as shown by this
article and this
article..
Viruses, worms, and trojans that can be installed without authentication require privilege escalation. This is why malware on Mac is limited to trojans that require authentication.