Would a Raspberry Pi with linux be more secure?

The Raspberry Pi is probably an okay option but it isn’t that usable as a daily desktop on it’s own.
There are also security drawbacks.

A Chromebook running Linux might be a better option than a Raspberry Pi.
I don’t know your computing habits in much detail. So I wouldn’t go as far as saying that it can’t be a reasonably secure option. It would still have a lot of benefits in terms of privacy but there are drawbacks in terms of security.

Splitting gaming from your “working” computer is probably the biggest privacy win here.
If you already have a Raspberry Pi 5, I would say try to migrate your “work” stuff to the Raspberry Pi and see how it goes.

Strictly speaking, Linux is generally less secure than Windows or Mac.
Linux is the most private by far, can be reasonably secure and it has security advantages but it usually isn’t the best.
Mac especially is more resistant to targeted attacks, but even some Windows features would make some of them more difficult.

The ARM versions of Linux are also mostly on a slower development cycle. At minimum you’re waiting for someone else to re-compile the packages for ARM.
This would mean that security updates can often be slightly slower, and software won’t always “just work” on ARM the way it normally does on Linux.
You’re also far more limited in terms of distro choice.

My own personal opinion based on a few reviews.
It looks like an SSD is either a necessity or a significant convenience before using a Raspberry Pi 5 as a desktop, mostly for system load times, but it’s also more reliable than an SD card.
The things that usually disqualifies Pi’s as main computers in my view is usually video streaming. They tend to stutter with HD video.
Although there are some people that use Pi’s as their “main computer” they usually seem to have something else to deal with more intense tasks.

Unless you explicitly get it for the portability I would always recommend a desktop monitor with a similar price over any portable monitor worth buying.
It’s generally a better option in terms of ergonomics, and the screen tends to be higher quality.
Portable monitor’s aren’t a great option for Raspberry Pi or in general for that matter. My understanding is that the USB-C port is only advanced enough for charging and basic USB peripherals, this makes USB-C screens and docks a lot less useful.
Raspberry Pi’s official portable monitor is a relatively cheap option and will of course work. It uses an HDMI cable and not USB-C and is far less usable with most office laptops though.