New Scientist are running a story. The essence is that bosses of organisations often request elevated privileges, additional software, export rights, etc.
Although there is rarely malicious intent from the bosses, there is an elevated chance that data will escape from their stewardship. The bosses of an organisation generally have access to a larger quantity of sensitive information which should be afforded adequate protection, perhaps even more so than an 'average' employee.
In an ideal world, organisations' executives should lead by example; if the bosses take security seriously, the staff are more likely to.

Bosses have been targetted before and no doubt will be again and as stated before, they generally have access to a great amount of organisation sensitive information.