I don't think there is any one reason. As has been pointed out, Linux has not suffered and Unix has far bigger market share (not on the desktop) than OSX and still dominates the server world. Yet neither, like OSX, suffer from the security issues of Windows.
While there is something to be said said for the old "Security through Obscurity" answer, it is not the only answer.
For those who preach that "our day is coming", there are those of us who have been hearing that for the last 10 years. Maybe it is, but it will be nothing like the Windows onslaught when and if it does come.
I also can't imagine how anyone who comes from the security paranoid world of Windows would be willing to simply just enter their password blindly for a download. I think it we long time Mac users who are much more likely to do that. I almost did when I encountered the Trojan that's out there and had it not been for info about it posted here and in other forums I probably would have.