Windows Update Agent Self Update
According to Microsoft support, on Windows 10, the only way the Windows Update Agent version is update is via the monthly cumulative updates. For Windows 10 the Windows Update Agent version is updated on a more frequent basis then older OS versions due to the new feature update servicing function. On OS versions before Windows 10 the Windows Update Agent version was able to be updated via the WSUS SelfUpdate website.
Only including the WUA version updates using the monthly cumulative updates can cause problems that you might not notice right away. This is especially true if you don't deploy updates every month, or if you have some systems that missed a month of cumulative updates that contained the new version of the WUA.
The problem that I've seen is those systems that miss a month of a CU which contained the new WUA version will report back to SCCM that they are compliant even though they are not. This occurs for all updates that pertain to the Windows OS. The only fix that MS support provides for this is to manually download the most recent CU (for each Windows 10 version affected) from the Windows Update Catalog website and install it on the systems with the issue. If using SCCM to detect and deploy the manually downloaded CU you must create collections that contain systems with an out of date Windows Update Agent for each Windows 10 OS version you have. The Windows Update Agent version is inventoried by default via hardware inventory and you can use those values to build the collections. Then you must create an application deployment for each CU you have and assign them to the collections you made. You'll also probably want to script something in your deployment package with a custom shutdown command that contains a comment and a time-out period so that your users will know what is happening when you issue the reboot after the CU is installed.
What I would like to see is either the Self Update feature in WSUS be able to update the Windows Update Agent and/or this function be added to SCCM. Of course, the self update feature would need to be able to download the newest Windows Update Agent from Microsoft to the WSUS/SCCM servers as needed when a new one is released.