There is some truth in this cartoon from stickycomics.com.
Ubuntu: can be rather annoying too if you have set it to check for update everyday. Though if you turn that off, Ubuntu will not scream at you and nag you day in and out. Best part is that you rarely have to restart your computer when there is an update.
Windows: when I was using it it was rather annoying and that you had to restart every time there was an update. And it kept ask you to click something and then restart before it could begin the next update. Though I do like that windows are now much faster in patching up their holes than before.
Mac: never use a mac long enough to be nagged by updates. Though some years ago a former colleague was explaining to me what the new OSX would be doing. It would be much more secure, there would be no more updates to come out, he told me. Only to download around 110Mb SECURITY update two or so weeks after OSX was released. Yes I know that happens on windows too, it was just funny the way he was so sure about OSX.
That aside do update your OS when asked along with your anti virus program, it is only for your own good.
Oh yeah BACKUP !