'But they should be updated frequently' change the voice of the sentence?

It is in the passive voice so we need to make it active.

But you should update them frequently.

Updated frequently they should be.

But you should have updated them frequently.

When changing from passive to active, ask yourself WHO or WHAT will be doing the action -- that is what is missing in passive construction.
In other words, WHO should be updating "they"? To further improve the sentence, drop the pronoun and state exactly WHAT is to be updated.

Bob should update the cost reports frequently.
Mary should update the inspection report frequently.