You can install both but it can get a but messy in menus with 2 settings apps and 2 versions of lots basic apps all over the place. It can be cleaned up but it can be a bit frustrating to do.
You may be better trying them both out with live images on USB sticks or a virtual environment like virtualbox. Both are relatively easy to set up without making any major change to your current pc.
While this is true, if your pc is secure and you don’t install crap then this is not going to be a major issue for the vast majority of people. Both desktops have their own security flaws but always the number one flaw is the user.
Keep systems up to date, do not side load software from outside well managed official package systems, use strong passwords, use encryption etc. This counts for far more than the various security flaws and fixes that constantly come and go with any system. If you don’t give bad actors a route into your system to exploit flaws then you are generally OK.
Like the screen copy flaw would need someone installing software that would exploit that - possible but unlikely in a well managed environment with a good robust distro.
And it’s worth saying that generally Linux remains less targeted than Windows and Mac for malware. That does not mean people should then be lax in their behaviour but it’s a better starting point for being secure if you look after your Linux install properly.