Indeed they should be releasing security updates, considering it's not EOL yet, it's still being sold.
https://eu.store.ui.com/collections/unifi-network-routing-switching/products/unifi-security-gateway
That's not quite what happened. They decided to stop developing the old platform based on Vyatta and moved to their own Linux branch called UBiOS to develop the new platform on the UDM, then the UDM Pro and now the the UXG Pro. So there are no new firmware features for the USG line. You do get security updates and the USGs still get most things that are added to the controller. Don't forget the real power on Unifi is in the controller.