Mac OS X gives you the choice to apply the update now or cancel it and apply it later, or not apply it at all. What's the problem? You have absolute control over what updates to apply and when.
The problem is that you can't tell it to update later. If you want to install it later, you need to actually remember there's an update waiting the next time you reboot and tell it to finally install the update. In Windows, when there's an update it installs it then gives you the option to reboot now or postpone it for a while (ranging from 5 minutes to 4 hours) then asks you again once the time period you selected ends. Once you're actually done working with your computer, the update is automatically applied, which is much more convenient.