It is a VM so fully sandboxed. All the sharing is smoke and mirrors (often in pretty cool ways).

Truth is that security is not OP's problem. Someone else (likely well above their pay grade) is shouldering that responsibility and they have decreed Windows for everyone.

It depends what you mean by 'security'. Obviously, by introducing more layers, you have more places where exploits can life. However, the biggest threat by orders of magnitude is being tricked into giving stuff up, and that risk will remain constant.