Hello Freddy.
Yes windows 8 has a better out of the box protection against malware and together with smart screen it is suppose to have some basic standoff against online dangers. However in regards to smart screen and its protection it is known to block and flag most exe files.
This due to the reputation based ratings of a file. In the past and even today its known to block legit exe files as well.
Pure due their low reputation, so personally i cannot consider that as true protection vs true malware.
Granted for the average user stopping exe files is a rather simple solution.
In regards to windows defender it shares its detection with MS security essentials (which is not that bad) however its clean up capacity against NOT common online dangers is not as effective as your video would suggest.
General rule of thumb is that for example email distributed malware like the 5 zip files are often well know and given the files you showed ill even bet that they are part of the same known malware family.
Still i think its good that windows 8 seems to make a effort to have at least a baseline protection.
But personally by the time i would migrate to windows 8 thats going to be the day hell freezes over.
Anyway nice review.