Microsoft Update team responded to recent questions about how users are notified about updates: “tray icon should display when all of your available updates have been downloaded. Upon shutdown, Windows Update and Automatic Updates will also notify customers if there are any available and downloaded (but not yet installed) updates.” 

You can call Microsoft Support if updates are installed during shut down and the shutdown did not inform you that updates would be installed. If you don’t want to be prompted to update at shutdown, you can disable this feature using the guidance. Note: Some updates shown in the list aren’t downloaded with the other updates, and you aren’t notified to install them (described in KB910340). You can download and install them manually, WU usually held back larger updates, like SPs and gradually allow computers to start downloading.

Source:→ Microsoft Update Team