Microsoft posted a marketing or PR piece, meant to encourage folks to move on from the older OS, this time citing higher rates of malware infection. Is XP less secure? While that's the point they would make, it's not backed up by the data they used -- they only measured infection rates for XP systems running Microsoft Real-Time Security software [for non-server Windows that's Security Essentials], & those were infected more often.
Outside of biz use, people tend to use XP for tech reasons, because they're running older systems, or because unlicensed copies of XP abound in some parts of the world. Those running XP for technical reasons [myself included] are less inclined to be running Security Essentials, instead running higher rated security software that's not included in Microsoft's data. They may get infected more often, or not -- we just don't know [at least from Microsoft's data set].
The 2nd & 3rd categories as a whole are higher risk. If you can't afford a newer PC or if you live where illegal use is especially common, the odds are greater you'll get your software where you can find it, which isn't always from the safest place. Large numbers of people also run older XP systems because they just don't care all that much about updating their PC or laptop. They don't see the need, don't want to invest the time, money, or effort in something that's already doing what they want & need it to do, which also makes it less likely they worry or perhaps even think about safety -- from their perspective it's often not worth the effort to avoid doing stuff that you'd consider silly or sometimes stupid.
SO long story short, and from their own data, Microsoft Security Essentials may not protect XP as well as it does win7/8/8.1. Their data is incomplete, not addressing many other contributing risk factors, so it doesn't support any additional statements or conclusions, regardless their marketing talking points [the actual report does mention those risk factors BTW].