First off, that is definitely not a stupid question, it's actually the most important question you could ask in this context.
To answer your question, yes, there is absolutely a concern. When an app updates (whether via its own internal updater or a tool like Patch My PC), it often is practically reinstalling the app, dropping new executables and overwriting old .dll files. Because your system (and your HIPS/firewall) already trusts that updater, the new files are usually given a free pass.
This is exactly why threat actors target the vendors themselves. If they can slip their malware into the official update channel, millions of machines will download and install it automatically, thinking it's a legitimate patch. This is precisely what happened with SolarWinds. The initial installer was clean, but a subsequent update pushed through the official channel contained the backdoor. This is why having a behavioral AV engine as a last line of defense is mandatory, you cannot blindly trust an update just because it came from the official source.