Is the in-game update supposed to update itself?
The in-game updater isn't really a separate component. It's just a small method that checks a small file hosted on DC for available version number. It then compares that available version # against the running app's version number. If the online version # is greater, it let's the user know that an update is available for download.
What I do is update both this small "available version #" file and the same-version-number installer simultaneously, whenever I finish a new revision.
All the in-game updater does is let you know if there's an update available. In the same Yes/No messagebox, it asks if you'd like to download it. If you answer "Yes", it does so, then let's you know that it's opening to the downloaded file's location in Explorer, and exiting. The assumption is you'll install.
I could fix it to where:
(a) yes, download it but don't exit: I'll install it later.
(b) yes, download it and launch the installer before exiting the current program instance.