I read more about this, and I was mistaken. Xorg is setUID and runs in root context, so this could indeed be a big problem. My bad there.
Because they don't know any better? Remember iago, if you want Linux to be used by the masses, you need to dumb it down for them.
The default configuration is usually what people use, and I didn't think it was root by default. It is, and it is by necessity, I made a mistake.
Besides that, I regularly run X stuff while I'm su-ing to edit .conf files. X as me->Term->su->emacs (which launches xemacs).
Now not knowing where this kind of code is, I can't say whether that kind of root running would be affected. I'm just saying, sometimes you're in X as root. (Is your security context associated on a per-thread basis, like in Windows?)
I'm not sure exactly how X works, but I don't think running a GUI-based program as root is the same. When a program runs, it contacts X as a client, it's not actually run BY X. That's a huge difference from Windows.
I think that Linux does security per-process. However, Linux is much more process-happy than Windows, and is fairly thread-hostile. Spawning a process on Linux is extremely cheap.