You need to update a bunch of separate things on Linux too, though. For example, apt or dnf, rpms and debs that aren't in a repo (although Deb-get handles some of those), Flatpak, Snap, fwupd for firmware, plus language-specific things (npm, dotnet, cargo, Python, etc). At least the UIs handle a lot of it now.
Winget-ui is great, except Microsoft hasn't figured out to conceptually make two installs of the same product get treated the same -- absolutely pathetic that if you install VLC from their website you can never ever ever use Winget VLC without uninstalling the other.