The UI versions of the AutomaticUpdater use the OnLoad() event of the form. If you add the AutomaticUpdater from within the form's constructor, everything goes fine. If you add the AutomaticUpdater from within the form's OnLoad() event, then the AutomaticUpdater won't know that the OnLoad() event had already been called.
The non-UI version of the AutomaticUpdater (i.e. the AutomaticUpdaterBackend) doesn't have this requirement (because console apps and Windows Services don't have forms).