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GNU/Linux takes care of itself. You literally have to do nothing but press the upgrade button that's sitting in the panel. Every single package gets upgraded through that system, including the core system....
The linux distributions that I've used work similarly to Windows in that regard. They actually do go 'out of support' and will only update to the latest supported version of the packages on the official repositories, not the _actual_ latest version of the packages that you have installed. So there are often many bugs still un-patched even on a fully updated linux system... it mostly depends on how recent your distribution is... but also how up-to-date they keep their repositories. It's harder to keep a linux system up-to-date than a Windows system because of that.
As an example, let's take a look at Ubuntu's support cycle - since it is one of the most popular distributions that should be a relatively fair baseline. Standard Ubuntu releases are only supported for 9-18 months... and LTS (long-term support) releases (which occur about once every 2 years) are supported for 5 years. http://www.ubuntu.com/info/release-end-of-life
Canonical doesn't fix the bugs that are identified after the support life-cycle is over.
Let's be fair here,... Windows XP was released in 2001, about 13 years ago!!! In my opinion, Microsoft has done a great job supporting XP, but an average job of encouraging users to upgrade along the way.
There are some ways that upgrading the OS should be more streamlined with notifications that a new versions of Windows is out on Windows Update, but they're not there yet. Eventually, I do think (and hope) that the operating system upgrade process will be more streamlined... this will help users stay up to date and be more secure online.
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