That depends what the malware targets. An exploit on windows that gives access to the hardware can be used to compromise the whole system, and damage or ruin your Linux installations. Also, allowing ramsonware to run on a Windows or Linux box can end up encrypting all the network shares, no matter where they are mounted.
For local OS running on the same machine take into consideration that Windows 10 fully understands now the different filesystem formats of Linux as it includes WSL2 (a different issue is that they're not available through Explorer, but they're in the OS). Vice versa is also true, although viruses in Linux were very scarce, malware is not, and you can compromise your Windows installation if you allow a malware to run under Linux. *
My advice would be, no matter what, be one step ahead to the malware by means of your behaviour by double-checking what you click, download and run in any OS, back up regularly and, if you want to go beyond, encrypt your filesystems independently between systems.
* A virus self-replicates, malware is a more general term that includes also the ill-intentioned software that tricks the user to elevate permissions in order to get access to the operating system, for example, inputing the sudo password. These affect all Unix variants and Linux distributions are not exceptions.