You need them in any phone if you provide the right environment for an attack. If you stick to the official app channels AND you read the warnings before you click YES when installing something, you have nothing to worry about (except maybe ad pushes). And not meaning to make Windows phones less, but it's not the security of the platform that keeps attacks at bay (just look at Windows for PCs), it's the popularity of it. Attackers are just not interested.
Anyways, stock Android phones do not ship with an Antivirus, but many carriers and some manufacturers are opting to include them because people will be people. Here, read this piece on AC blog. It's interesting and might shed some light on your question. Antivirus for Android — do you need it? | Android Central