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Yeah, that's just a point release they issued a couple hours ago https://github.com/Homebrew/brew/releases/tag/4.0.1
On Linux, most distributions come with their own package manager out of the box (e.g. Ubuntu / Debian has APT). One annoying thing about macOS as a development platform is that it does not come with one out of the box, and Homebrew has emerged as the most popular third-party management by far. There are other ones like MacPorts as well but I think this is the kind of thing where the popular one tends to become more popular because people don't want to learn/use multiple package manager. I actually used to use MacPorts before I switched to Homebrew just because it's been getting a lot more momentum / features / development and it's where every package is.
I'm using https://chocolatey.org/ for almost everything beside Office and Affinity and it works really well, especially keeping all packages up to date is just a command away. win-get should do the job too, but I never had a reason to switch. Also WSL2 was a game changer for me, running Linux VMs is a breeze and it's already well integrated into Windows 10/11.
If you want a fast and lightweight alternative you can uninstall the docker cask and use colima (brew install colima) which provides a minimal managed virtual machine that runs your docker containers via the docker cli.
For example, you can find rclone on it: https://formulae.brew.sh/formula/rclone#default, and click through on the "Formula code on GitHub" link, and see the exact Ruby that Homebrew is installing rclone with.