how vulnerable is the device to having its webcam exploited?
Every bit as much as Windows minus their proprietary spyware.
How vulnerable is a Linux device if you don’t take extra precautions like firewalls.
Depends on what links you like to click.
what makes Windows so much more vulnerable?
Fewer eyes on the source code. Effort to reward ratio, the 80-20 rule. 20% of the effort nets your 80% of the reward. Literally. Develop exploits for one platform, target 80% of average computer users. Or write exploits for hundreds of different distros for *checks notes* ... 4%. Unless you like servers. There there's a coin toss. 50% linux, 50% Windows.
Keep yourself safe, there's malware for Gnu-Linux too. Install your patches when you can. Remove software you don't use. Practice good cyber hygiene.