Your opinion is shared by many others using Windows, but as always, it's up to you whether you choose to install or pay for 3rd-party protection.
Here's the official Microsoft page describing this same fact and offering reputable 3rd-party options for those who wish to investigate them.
Consumer antivirus software providers for Windows - Microsoft Support
I've personally been using the Microsoft provided antimalware applications since the Windows Live OneCare paid version was in beta back in 2006 and later became the first free version of Microsoft Security Essentials, which evolved into what's currently Windows Defender. I've seen no value in paying for a 3rd-party option for my personal use, even though my own background as a computing and security professional meant I was involved in their sale and installation for organizations.
Rob