What do you mean, automatically? Arch is a rolling release and I have to explicitly run pacman with the correct flags to update. At the same time Debian, which is not a rolling release, has the unattended upgrades feature which installs updates automatically.
But indeed, many things depend on the distro. For example, user-centric distros such as Elementary and others provide an easy to use GUI for updating the system.
And yes, Windows Updates was (is still? not a Win user) a nightmare.