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.
Yes, probably because I stick with Arch and Slackware plus a lightweight environment. The only time I saw such a GUI was when I tried out Elementary just for fun.
What I consider a problem is that the user can simply dismiss or disregard the updates notification indefinitely. I know many non-tech-savvy people who do not understand the importance of updates, so they would be inclined to do exactly that. That is why unattended upgrades are probably a better option in such cases.