I might be completely wrong but I don't see much difference between open source and closed source in this case. If I were biased I might say that it might have taken substantially longer to discover such a bug in closed source software but that seems to be as much sensible as saying that open source has less security bugs because more people look at the same code.
In the end software is written by people and people make mistakes. I'm pretty sure there are a lot of software be it open or closed source that had absolutely terrible security bugs. Judging open source as a whole by looking at a single project sounds a little bit like overgeneralization. Also, they are obviously in need of help though, I hear a lot of complaints from people about the OpenSSL code.
In the end software is written by people and people make mistakes. I'm pretty sure there are a lot of software be it open or closed source that had absolutely terrible security bugs. Judging open source as a whole by looking at a single project sounds a little bit like overgeneralization. Also, they are obviously in need of help though, I hear a lot of complaints from people about the OpenSSL code.