This ability does not exist in Linux package managers since they deal with packages - there is only one newer package to install, and installing that new package replaces the entire existing package. Hotfixes work by applying patches to the affected components' files, which is why they can be independent of other hotfixes applied to the same components.
Hotfixes are also grouped into larger updates, the largest of which is a service pack. (You released N hotfixes over the last month and expect everyone to apply them in the future. There's no point making every user in the future download N updates where one batched up one would suffice.) So when Windows Update has to answer the question "Is this new update required or is it already installed via a previous update?" it has to do a bit of gymnastics to figure out the answer.
So both approaches have their pros and cons. The hotfix method means you can get targeted fixes with no feature updates and smaller chance of regressions, at the cost of being more complex to solve than "if server's version > installed version, download and overwrite".