Yeah auto update on Windows is a mess. One way to get it is to use MSIX, in which case Windows will delta update your app for you, even when it's not running (Chrome style) but without the need for special servers. Unfortunately old Windows versions have a lot of bugs. My company sells a product that makes all that easy to deal with and works around the bugs but it was a hard slog to get it all working well.

Sparkle on Mac is great though.