There are sometimes problems, sure, but compared to Linux, where an application compiled 2 years ago for the same distro often won't work on the current version, it's pretty damned good at compatibility.
Age of empires 2 works out of the box on windows 10 ... The game was compiled with Visual Studio 6.0 ... Even that still runs on Win10. So yeah, it's pretty damn good.
> where an application compiled 2 years ago for the same distro often won't work on the current version
Ship non-system libraries with your application instead of assuming they will be in /usr/lib* and that's a solved problem. Valve even does that for you with the Steam runtime.
This isn't any different on Windows - if you don't bundle your dependencies (including MSVCRT / .NET / whatever) then you will run into problems.