Also, note one other thing - when it is downloading and requires a reboot, it *will* notify you without automatically rebooting - but if you happen to be typing and hit the [ENTER] key, or the letter corresponding to the button that allows the reboot to continue, it will reboot the machine.
Now, couple that with a fast machine and it could very easily have appeared and disappeared so fast that you never saw it.
Another thing that happens is a dialog box that opens in the bottom right hand corner asking you to reboot, or allowing you to set a 'delay' period, with 10 minutes, 1 hour or 4 hours being the choices. On that box is also a reboot button - and upon clicking that it disappears promptly. Again, on a fast system, something like this could easily have happened and having never seen it before you would never know something appeared there for an instance.