Re: If you must drop Windows...
"nothing is actually executable by default"
Yes, there's the execution bit to be set for some files. Most likely, the first file to be sent will be a shell script, which is much easier to execute because, although the execute bit is useful, it is not required. That script can download an ELF from somewhere and call chmod on it, then run it. It's not a complex bootstrapping process if you're dealing with the kind of user who doesn't recognize that the file called "report.docx.exe" is probably dangerous and clicks through the security warning Windows will show.
"I would not say it's impossible but it's a tad harder than when using Windows and depending on settings even requires a rights escalation to install."
What escalation are you referring to? If you mean to get root privileges, yes it will need that, just as a Windows program will show a UAC warning on all machines. On a corporate machine, the general user is unlikely either to have rights to root or admin privileges and will be unable to accept that escalation request. On a home machine, it should be clear enough that this isn't normal, but not all users have the experience to know that you don't just enter your password every time a screen tells you to. To install itself with the user's permissions, however, doesn't take that. The binary simply has to copy itself somewhere and add in something to start itself. A simple method is to put itself into part of the user's home directory and add itself to their login script, but depending on what access they have, there are a number of options such as adding a job to their crontab, to intercept some other program, etc. Persistence using the user's permissions is certainly possible. Once it has that, it will have to find some way to spread or elevate permissions, but Linux and the general utilities have had plenty of privilege escalation vulnerabilities, just like Windows does.
Now, with a properly configured system, these risks are not necessary. The user's home directory could be marked in such a way that ELFs can't be executed, although shell scripts still could. Maybe it's just me, but I don't much like shell scripts and I wouldn't like the idea of trying to write complex malware in that, so that's a defense. But before we praise Linux from making that option available, remember that Windows can do that too. The reason people don't do it for nearly every Windows box in existence is the same reason that, should they switch to Linux, they probably won't there either. The systems have options to secure things that aren't often used, so while it's great that they exist, we can't assume that this will mean they will be generally used.