Assume that you are using Microsoft SQL Server 2012 or SQL Server 2014 image in Microsoft Azure Infrastructure as a Service (IaaS) Virtual Machine gallery. Windows Update is configured to automatically install update in the image. After the installation, SQL Server cannot be set up to receive important and critical updates automatically.
The issue occurs because Windows Update does not do anything for applications that are not part of the Windows operating system in the SQL Server image.
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.