Windows already has package management - it's called "Add/remove software".
Some vendors just ship the patch to an application, rather than shipping a whole new copy of the application. That does make sense, especially if an application is large, and the patch is small.
Thing is, vendors would need to agree to use the same system for marking which patches are installed. Even Linux can't do that - it requires each one of the distributions to figure out, and then package up files from the upstream source.
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