Windows generally uses a single address book for all applications, and a single set of db files for email, so it's no big deal to do a backup. The only real problem is that people seldom think about it until it's too late.
As to the immunity of other systems, it is the concensus of experts (the associations have published warnings) that both Mac and Unix/Linux systems have an alarming number of vulnerabilities - but they've been relatively safe because "nobody cares." Hopefully, there is some coherent and useful work being done to plug the holes before it becomes a "fad" to target them, as the crud now do to Windows. Complacency is not justified. (Of course, neither is panic.)