"There are about 60,000 viruses known for Windows, 40 or so for the Macintosh, about 5 for commercial Unix versions, and perhaps 40 for Linux. Most of the Windows viruses are not important, but many hundreds have caused widespread damage. Two or three of the Macintosh viruses were widespread enough to be of importance. None of the Unix or Linux viruses became widespread - most were confined to the laboratory."
Programmers that write those things are looking for the most damage as easily as possible. Since most personal computers in the world are running windows, it makes for a big target. If most people used linux, I'm sure there would be more viruses for us too.