for the same reason why you’d want to lock your house up when leaving it. It just so happens that a windows computer has the built in stuff… annnnnd a huge amount of 3rd party.
apple has their in house stuff… thats about it, and according to that article… it’s going to bite them in the ass
if windows didn’t have an 8X% share of the market, you probably wouldn’t really need it on a windows machine either
edit: do you don’t run any kind of firewall? no malware/virus protection? They DO exist for mac (exploits and virus’s)… I wouldn’t feel very safe running on an open network without any protection, but thats just me