I see this come up a lot, and it is a natural question as we all need to use a desktop. Unfortunately, on desktop high security and privacy are not aligned in one OS to the degree they are on GrapheneOS. Maybe a sticky on the topic would be useful? Here is what I have found. I have tried to be correct but please let me know if anything is wrong and I will fix or remove.
Linux variants: Can be very good on privacy, but lack the modern exploit protections in Android / iOS / Windows / MacOS. Of course, if you get exploited, your privacy goes to zero.
Windows: Bad privacy by default, good exploit protections. "Secure Core" PCs have better hardware protection, but the details are beyond me. Privacy is improved by changing default settings. Searching will find ways to further reduce telemetry, but I don't want to recommend one without knowing for sure it works. Programs installed from the Microsoft Store have more isolation than traditional installs. Edge has all the isolation of Chromium, plus a mode to disable JIT (large attack surface historically), which then additionally enables more memory protections for javascript that are not compatible with JIT. ApplicationGuard and Windows Sandbox provide virtualization and allow further isolation some activities, but performance is reduced.
MacOS. I haven't used it personally. Also has modern exploit protection, and I think better privacy than Windows (at least by default).
QubesOS: Allows you to isolate programs into buckets to limit the fallout of an exploit with hardware-backed virtual machines. Each VM is as strong as the underlying OS. Can use Linux distros or Windows for VMs. Probably the least user friendly.
ChromeOS: I haven't researched much as it doesn't meet my software needs. I have seen mentions that security is good, but I don't have a good up-to-date source. Suspicious on privacy due to Google being Google.