The issue you’re having is it sounds like you don’t understand package managers. On your phone you go through the Play store or Apple store, and they manage your apps and keep them updated. It’s the same for Linux. You download and install things through the package manager (using the terminal or through the Discover application, assuming your distro has that). On Windows you go to a website and download an application, and that application has to keep track of updating itself. It has to check online for updates every time it launches and then ask you to download and install it then. Package managers are much more convenient. It may take a minute to get used to, but it’s better once you do.