Just selecting it with the mouse to drag over to the trash folder momentarily opens the HTML page. The only way I've found to delete a message without opening it is to select it with Control-Click after first selecting another message, then drag them together to the trash folder or select Delete from the menu. So HTML mail has some ugly side effects, and they are largely the same on Linux as they are in Windows. Now let's move on to MIME-based file attachments. In Linux, those who use a graphical e-mail client are used to seeing the attachment as an icon, with menu options to save it to disk, delete it, or open it.
Nothing happens without our deliberate action as a user.
No matter what you've heard about Microsoft Outlook, the situation is basically the same as it is in Linux. The difference is in the knowledge level of the user, not in the e-mail software itself. Windows users are naive about security, even after being hit time and time again with Melissa and all her sisters. They still are likely to double-click on an attachment, even if they have no idea what it is or what it does, and even if it's overtly marked as an executable program. The message looked appealing, so users ran the script to see what it would do.