How cumulative patches work?

[NLM10]

The best explanation that I saw in here is that if for example you have the KB0001 launched in July and KB0002 in August, KB0003 in September have the fixes for KB0001 and KB0002 also.But...Is there any exception? Is it possible that this not happen in some cases?If a vulnerability scan tell me that I have a vulnerability and need to install KB0002 to fix it, but I have already installed KB0003, is there an error with the scanner?

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