To people who last used a Windows computer in the Win9x days, perhaps.
On the modern incarnations of that OS, Ctrl-Alt-Delete is the "System Menu" command. It is that command specifically because the OS specially catches that key combination and does not pass it on to any application, nor allow any application to alter the behavior of the command (short of modifying system DLLs and such, of course).
One of the uses for it is on the login screen. Pressing ctrl-alt-delete there is a safety feature. Since no application can catch/override it, you can guarantee that if you press the key combination, you will either see the real login screen (not some malware pretending to be the login screen) or the system menu (if you were in fact not at the real login screen).
This is one of the several ways in which modern Windows incarnations are actually more secure than Linux. On Linux, there's basically no way to be sure that the screen you're looking at is really your desktop or admin panel or whatever and not some other malware that injected itself via the a hole in the non-sandboxed Firefox processes Linux users are still primarily using as their Web browsers.
XACE and SELinux were supposed to fix this for Linux years ago, but they're still unused and in most WMs completely unimplemented. And to implement them properly, the kernel itself really does need to take control of ctrl-alt-del and ensure that only very select applications can respond to it (the login screen or a fixed system control panel).