Man I really hate to break it to you but Linux (and almost certainly OS X) has many privilege-escalation bugs at any given time. Any executable you run on any operating system could potentially be a virus; the main thing protecting you on Linux is that the combinations of buggy kernels and buggy libraries are much wider than on Windows, which generally stays pretty up-to-date and thus consistent across many machines.

Don't pretend Unix-type OSes are immune to malware. Don't forget the Morris worm.