Except if you use OS that respects you, e.g., Debian. In the latter, security updates can be installed independently. On phones, there is Mobian.

This does not always work for specific programs which do not do that, and even then, there are updates that you might want other than security updates without updating other parts of the same program. Separate programs can usually be updated individually, but if they are all in one program then it can make it more difficult (sometimes configuration can be done but not always; sometimes they change things that make this not work either).