Yes, you are right. The download contains only the last major release. Minor updates are distributed by module updates within SNAP. Check the module manager.
Release notes
Releases · senbox-org/snap-engine (github.com)
Releases · senbox-org/snap-desktop (github.com)
Releases · senbox-org/s3tbx (github.com)
For the other toolboxes this is not available. We don’t have a consolidated way of posting the changes.
Usually, we also post here in the forum about updates:
SNAP 8.0.3 module update available - snap - STEP Forum (esa.int)