There are a couple of different concepts here.
Firstly, the source that is comparing the security of running applications in a container, versus running them in a VM.
Containers could be described very simply as a lightweight alternative to a VM, in which applications in a container are isolated from applications outside the container, but they run on the same kernel. Therefore, it's not possible to run a different operating system in the container, such as Windows within Linux.
A VM on the other hand emulates a machine on which you could install any operating system you like (though there is some VM technology which can accelerate certain guest operating systems).
The second issue is whether Windows in a guest VM on a Linux machine is any more secure than Windows run on a machine itself, and the answer is probably no, at least not in the ways that count. While you are probably safe that nothing inside the VM can harm the host system, there is still a lot of damage that a malicious process could do inside the VM, including destroying files in the VM, launching network based attacks, spreading spam and worms, and so on. Running an operating system in a VM is not a substitute for ensuring it is secure and protecting it from malicious code, and is not very effective.