> Why would Linux (or Mac etc.) users be immune to Phishing emails
They aren't immune to the EMails, but Windows has a flaw in that the real URL in a link may be hidden so that it appears to be going to one site but in fact goes to another.
Browsers on Linux don't hide this fake link and so the user is less likely to believe that it is a real request.
For example using Outlook and IE a phishing EMail may appear to go to:
when in fact the link is:
and it goes to stealme.ru while showing mybank.com as the address in IE. The '!' indicates where a special character exists which stops IE and OE showing the actual address.
Linux shows the whole URL and makes it obvious that the link is fake.