Lesser evil

Hello all,


I am running OpenBSD on my desktop, which is suitable for 99% of my
needs. However I have to run certain proprietary software, which is
available on Linux, Mac OSX and Windows.

I cannot decide which of the three would be a "lesser evil" to run in
respect with security and privacy. The software (video and photo editing)
runs best on Windows, almost as good on OSX and it runs on Linux with
some compromises.
Does it make sense to accept such compromises and run Linux for security
and privacy OR is the better security and privacy of Linux more or less a
myth and running Windows would be almost the same in that respect?

I understand that any response is to be just an opinion.

Thank you

Jan