I've been doing computer work for a lot of years, and I'd say that at this point there is nothing inherently more secure about OSX than Windows. It is probably more secure in some ways, but less so in others, but overall I think they're probably about the same.
This was not a virus, but then the vast majority of things that infect Windows PCs are not viruses either, and usually work the same way as this one did on the Macs. There's nothing to prevent a user from installing something on a Mac or a PC if they tell it to, and I don't think there ever will be, unless you remove the freedom to install whatever they want from the user (I know that's being looked at by funnelling everything through app stores, and not just by Apple).
I think two main things have kept the numbers of Mac malware infections down - the 10% market share in the U.S. and the fact that it's even lower in many countries where malware is written.
Malware writers know they're only going to get a small percentage of a given user base to install their malware, so targeting the largest group gives them a much higher number of successful installs. Also, in places like Russia, China and other counties across the globe, Macs are very rare, so the majoriy of malware writers don't have access to them to develop on, but they have scores of Windows PCs, and a host of malware kits with which to develop and modify. Add to that the fact that Apple ditches backward compatibility on a whim, and Microsoft works to maintain it on Windows, and you have a richer history of malware development to use on a Windows platform when compared to a Mac.
Just my 2-cents, though, and it's worth every penny.