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It's not a problem on linux whatsoever. On traditional package managers it just required some thought from the maintainer. Newer ones like flatpak make it even simpler.

Windows on the other hand just lets you bundle everything with your application including libraries that might have vulnerabilities without any form of sandboxing and no formal mechanism under which they can be updated. On linux on the other hand you can rely on the distro to ship patched versions of system libraries while the application itself is much more limited in regards of permissions.