It's the most universal platform for media consumption, will run all your Windows 10 apps, and can run whatever security you want. With my Amazon Fire stick, my security is as good as Amazons and there's nothing I can do about that if its vulnerable. Same with smart TV functions as we read above. Of course, a Windows stick is a lot more expensive than an Android type stick, and it doesn't have the intrinsic TV-friendly interface AFAIK.
In the future when Windows is consolified and can boot into a TV-style interface to access media and games, Windows sticks will be a great idea as the unified interface to all your content. Windows PC, Windows tablet, Windows phone, Windows 'console' and Windows TV all using the same interface, the same content, all sharing the same interface(s). That has to be better than a hundred different interfaces all with their own issues and vulnerabilities and considerable possibility of having support and updates dropped a couple of years of buying etc.