Do you do the major version upgrade the minute it's announced? Be honest.
I admin a bunch of Ubuntu servers and I tend to do a major version upgrade on my laptop and then some low priority machines to see if anything has changed. Typically, the only issues I've had is when there's dropped support for older SSH/SSL protocols which is easily fixed.
However, Windows Update isn't doing a major version upgrade as far as I know - it's the equivalent of doing a kernel upgrade in Linux. Also, the typical Linux upgrade command will also pull in updates/fixes for pretty much every bit of software in the system, whereas Windows Update will ignore user installed software as far as I know.
Once a new major version hits stable, it's been hammered on quite a bit. Debian has a reputation for being behind the curve, for this reason.
On my home server, sometimes I do take some snapshots and upgrade a few VMs and LXC containers.
Sometimes I even run testing because stable will be out shortly and I don't feel like upgrading.
It's a very different experience to the single Windows laptop in my house, where the latest stable is always subtly broken in ways I notice. Last week the top half of the taskbar disappeared for an evening, for example.