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.