Rather than making all of those applications vulnerable at the same time, they slowly become vulnerable as the release binaries are linked against bugged code. If it's not linked at runtime, or recompiled, it'll be vulnerable forever.
I believe you're referring to an OpenSSH vulnerability?
...though, I did a search just now to find when it was from (I remember there being a major one around the time you're thinking of), and instead found posts from only two months ago about another one that has existed for at least 18 years.
On Windows, the only platform-supported global library format is COM, and that requires a very specific programming style--HRESULTs and all the rest. True, registered COM DLLs can be linked to without separate header/symbol files, and installing new programs/libraries never requires local compilation, but the extra overhead of COM itself, and the fact that it's a walled garden code-wise, makes it rather unpopular. It's also nigh on impossible to port COM code to other apps without resorting to something like WINE (which can't compete performance-wise when running highly parallel COM apps/services). Not to mention how ugly C++ COM source files are.
It would be so nice for us all if Windows shipped with compilers, straight-up C libraries with headers, a package manager, a better shell, ...
Every compiler that produces native binaries for Windows links with these DLLs (C, C++, Go, FreePascal/Delphi, etc.), either statically or dynamically, using C calling conventions.
COM is the Component Object Model, which is implemented in DLLs, but is something different:
https://en.wikipedia.org/wiki/Component_Object_Model
COM, or some form of it, is used heavily with .NET and the new UWP runtime, but those are newer runtimes that sort of sit on top of the Win32 API (to some extent, UWP is actually integrated into the OS itself, but, AFAIK, still uses the underlying Win32 APIs).
It was used in multiple programs in both Windows and Linux. On Windows there was a rush of individual updates as each application was fixed... on Linux, simply upgrading that library fixed all applications.
I'd rather be in the latter than the former situation when the next vulnerability happens.