Dolphin does have a updater that you can turn on in its settings, also are you using the official 5.0 build? If so dont, its like three years old at this point, download the most recent dev build instead, it's come a long way since the last official 5.0 build.
Retroarch doesnt update the actual program itself, but i use a third party program called stellar to update mine.
https://github.com/StellarUpdater/Stellar/releases