No problem!

Linux supports encrypting disk (SSD, HDD, etc.) contents, similiar to Windows' BitLocker, called LUKS. This can be combined with a TPM chip on the motherboard to automatically unlock the drive without a password/hardware key, like Windows. But this requires Secure Boot to validate that the operating system you're booting is "trusted". It can have a few other benefits, but this is the main one for many.

If you use Secure Boot without the update, someone who has access to the stolen key can use it to mark anything as trusted, to sidestep all protections Secure Boot grants & decrypt your data. The update just marks the stolen key as untrusted.

Note that without encryption, if your device or disk is stolen, the thief can access all data stored on the disk, just like on Windows without BitLocker. Though, as Microsoft refuses to support most file systems used by Linux, a non-techy thief might have a hard time extracting your files, but that is definitely not something you should count on.