Each Wallet Runs Isolated
Each wallet runs as a "separate user". This means your Bitcoin wallet cannot access your Ethereum, and vice versa. The OS was setup to use sudo in order to run each wallet as its own user.
Secure Firewall By Default
By default the firewall does not allow any incoming connections unless you initiate them or an application you open initiates them. This means typical weak points such as the installation of SMB, NFS, SSH or other daemons will be blocked for security reasons.
Easy To Backup Your Wallet Data
Everything is stored in /wallets so there is virtually no way you could lose your wallet data. But just remember that you need to backup any passwords/passphrases for the respective wallets.
You could continue to run everything as a live environment by mounting your USB stick onto /wallets. This means each time you have a secure, fresh environment from the beginning.
Installation as a normal OS is possible to a hard drive or even external USB drive (you cannot install to the same drive that you are booting the Cryptocurrency OS from though).
Cryptocurrency OS upon installation offers up to two levels of encryption, including ecryptfs for your home directory and LUKS encryption to encrypt the entire hard drive contents. This means that even if someone got ahold of your computer or USB key, they would not be able to easily access your wallet data unless they know the password to unlock the drive.