I’m not sure what Microsoft are trying to achieve by this, maybe they are saying that Windows Phone doesn’t have a malware problem and by highlighting the fact that Android is targeted by malware writers. But of course the question is why is Android targeted. The answer is the same for why Windows on the desktop is targeted – because it is popular! In other words the sole reason that Windows Phone isn’t attacked as much as Android is that Windows Phone is nowhere near as popular and hackers can’t be bothered to write malware for it.
All software systems have security vulnerabilities and there are already reports of the first Windows Phone 8 malware being written. But since less than 4% of the smartphones in the USA run Windows Phone, while over 1.3 million Android devices are activated daily with the world wide number of users exceeding 480 million, there is yet no money to be made in attacking Windows Phone.
Having said all that, Android users should be vigilant. Never install apps from odd third party sites, stick to places like Google Play or the Amazon appstore. It is also best to install anti-virus software, just like you would on Windows!