It's not just protecting your data. You can inspect the source code. It's open source after all. People can fork it or create new distributions. There are tons of distributions available for Linux. Like a distribution is combination of software, so linux is officially only the kernel. But the operating system 'Linux' is much more. Like tools and commands. And user interfaces.

Try to search for terms like: Ubuntu, Fedora, Linux Mint. And so much more. You will see screenshot on the internet how those distributions are looking. And you can customize everything.

And all the software is also free. Free in terms of money and free in terms like freedom of creating a copy inspect the code, change the code etc. See also gnu philosophy : http://www.gnu.org/philosophy/free-sw.en.html