Larger number of choices for access permissions. Auditing of security event. Infantile mistakes are still being made in regard to security. Security is bound to the name of the machine and domain. If you reinstall all security information is gone.
Systems have to be reinstalled when merging domains.
Microsoft sells an extra Firewall product. There a literally hundreds of holes that allow any to create a Trojan horse without any special programming skills. This list goes on. Check this out for more. In five minutes I can create a dozen Trojan-Horses to give any user Administrator access.