Servers are much less vulnerable for a number of reasons:
1) People managing and configuring them are more security conscious than the vast majority people. Come on, nobody downloads an email attachment or connects an USB they found in the parking lot to a server.
2) It's much cheaper to keep a server updated than a thousand Windows clients.
3) Like whitefish pointed out, even in the worst case scenario you can restore a backup and keep on truckin'.
But yeah, definitely. It's pretty damned unlikely that an OpenBSD backup server would get wormed, unless an ME exploit is involved.
The reason a machine might go unpatched is because it might support some critical hardware (eg medical) for which there is only one or two vendors and only a particular combination of HW and SW are supported (eg due to a specific custom hardware driver).
To lay the blame for this at a single vendor's feet is naive.
Major versions of OpenBSD are only supported for 5-6 years. Most Linux distributions only get 3-5 years. Red Hat promises 10 years of support, the same as Windows 7/8/10. None comes close to the 13 years that Windows XP was supported for.
So you're gonna have to update anyway, at roughly the same interval if not more often, as if you had used an enterprise edition of Windows.
I thought that security updates are only made for -current, the current stable release, and the previous stable release. So, 1 year of support, not 5-6.
A cursory look at the errata seems to confirm this.
Most Linux distros don't even make any fuss about minor versions, using them only as an opportunity to build fresh installation images. New minor versions are security patches for the major version and all previous minor versions.
I hear tell that server wise NHS IT will also support OpenSUSE, and their record of keeping that patched is almost as good as their record for doing so with windows.
Policy controls, poor patching and user education are the root cause of the NHS problems.