Super simplistic view: Malware detection is kinda like having a motion sensor in your house. Doesn't do much to prevent but can help you catch something. If it notices right away it might prevent something being stolen.

Firewall is like having locks on your windows and doors. It helps keep out the curious and respectful, but not the dedicated.

Security updates aren't necessarily for either of those things. It might be that someone discovered a way to steal your keys, or cut open a window bypassing a lock, or sneak into your basement, or crawl through the pet door. Patches "fix" those vulnerabilities. The longer software (Windows in this case) goes unmaintained the more of those are discovered, revealed, and generally accessible for people to use and exploit your system.

Highly recommend trying a live Linux USB just to poke around and see if it's as much of a hassle as it seems at the time.

Go to www.massgrave.dev and check the tutorial for upgrading your existing Windows 10 install to Windows 10 IoT LTSC 2019. You'll have security updates until 2032 I think.