It also helps that "Linux" isn't a monolith. One person's installation can be very different from another in terms of the software used. If one piece of software collects, that collection isn't as valuable as Microsoft's because the userbase is much smaller.
Whether everyone does that correctly, that's a different question. On the other hand, while developers should be more careful about how they use identifiers like this, if an application on your machine wants to track you they don't need /etc/machine-id.
You can most likely get better security than mobile's, you just need to e.g. learn to write your own SELinux policies, etc.