I take it your using the AutomaticUpdater, correct? I can't reproduce this behavior. Have you tried running a test update in your debugger to see why the app hasn't closed?
Problem maybe related to wyUpdate update
arjHello
I was pushing out a new update for my software and was testing the update process. I have a WPF app and uses the component that integrates with the UI. So I did a check for updates, it tells me there is an update. If I then say, install update now, everything works fine. If I on the other hand quits the program, then starts it again, then it will start updating but it won't be able to, so I have to manually tell it to close my program. The update then finishes correctly, but after it finishes updating my program is not started. So I have to start it myself again. I can see that as part of the update, wyUpdate.exe has been bumped from version 2.6.13 to 2.6.14. Maybe it is related to that?