> Doing similar for my Linux VPS with only a terminal is much more complicated.
Debian/Ubuntu:
sudo apt update
sudo apt upgrade
Fedora/RHEL:
sudo dnf update
Arch:
sudo pacman -Syu
Alpine Linux:
apk update
apk add --upgrade apk-tools
apk upgrade --available
Of course, if the package you need isn't available in the standard repos, then you'll need to look elsewhere (e.g. PPAs or third party repos). There's also options like Flatpak and AppImage if you want something that's a bit closer to how you'd choose to install new releases on Windows.
If I wanted to update all of the installed software I have on my Windows install, there'd basically be no way for me to do this, outside of shady update manager software.
At the same time, I get the appeal of being able to just download a new release and install it, both AppImage on Linux and the way you install software on macOS (just drag the file into Applications) seem similarly pleasant to me in that regard.
To expand on the latter (the response got deleted), you can very much do something like https://peazip.github.io/peazip-linux.html (I wish 7-Zip was available on Linux natively, but as far as GUI software goes, PeaZip is pretty nice) however that's not the most common approach. You should generally prefer using the package manager when you can.