Very different. Sunray is similar to this USB client (which do have a cpu, even a keyboard has a cpu). The Sunray does not run an OS, it has a BIOS (actually, something called Firmware). But no OS. Nothing to patch. Nothing that can be hacked. No virus is possible. No harddrive, no nothing.
If its OS were static in the BIOS chip, it would only make it less secure - harder to update when new vulnerabilites are discovered.