Dependency-free doesnt mean they dont have dependencies. Its just that they bundle them all in the executable. When there is a security vulnerability in a library on your Linux system the vendor of your distribution (Canonical, Redhat, SUSE) takes care that it is fixed. All dependent software and libraries are then fixed as well. All I say? Not the ones which have been bundled in the executable. First they need to find out that you are affected and then the maintainer has to update the dependency manually. Often they can only do this after there has been a coordinated release of the fix by the major distributors, which can leave you vulnerable no matter how fast the maintainer is. This is the way it is in Windows. (This was a short summary)
Yes, in the sense that you are responsible to update the Docker container and often this can lead to vulnerable containers. No, in the sense that it is much easier to scan for dependencies inside a Docker container and identify vulnerabilities. Also most containers are based on Linux distribution, so those distribute the security fixes for specific libraries. All you have to is update the base image.