OK to apply them if possible apply on test system first.
SAP Note 30478 : Windows Service Packs
Security patches is part of the OS,
SAP does not test operating systems patches therefore SAP does not
release a combination of a SAP product with a specific OS vendor service
pack, hotfix or KBA.
All OS vendors only "recommend" to apply the monthly patches they ship
"as soon as possible" and they do a rating how sensitive the patch is.
However, it's up to each individual customer to rate the patch shipment
and plan it to install in their Test-Dev-Train-Play-systems and finally,
install them in production.
Each company must rate the monthly patches from Microsoft and
test them. Each customer has individual installed third-party software
(backup, monitoring software, hardware agents, etc.) which may also be
affected by the installation of Microsoft patches.
Regarding Windows Server operating systems,
SAP relies on Microsoft recommendation to customers.