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Dell makes most of their firmware updates available through it. There are certain components with firmware updates you still need to get via Windows for most Dell laptops. For example my XPS 13 has no official way to get Thunderbolt firmware updates and unofficial way got broken.
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It used to be possible to download the Windows Thunderbolt firmware updates, easily extract the firmware, push it to the device via /sys and trigger the update with another /sys API. They made firmware update executable far more complex and it's unclear how to extract it now.
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That computer is fairly old now and stopped getting firmware support. I don't use it for much anymore and it doesn't really matter. Still annoying some of the firmware updates got missed from not having Windows on it. Still applies to most or even all of their laptops too.
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Most vendors don't bother getting people full firmware updates even on Windows though. They just sell devices, ship firmware updates for most motherboard components and some others for a couple years, then abandon it. People keep using it without getting full security updates.