Trying a blind guess here...
Probably what the game does to know if there's an updater version avaiable, is connect somewhere, and get a small file that has sort of the numeric version of the latest version.
If the number on your client is lower, means that something has been updated, and then the message prompts.
Then you quit the game, and then run the updater.
Updater has three mirrrors to connect to.
Perhaps not all of them are fully up to date.
Let's say that the game connects to mirror 1 to get that info, to know if it's up to date or not.
But when you launch the updater, it will connect to mirror 1, 2 or 3.
So, perhaps the mirror it connects to, doesn't have that "very latest" file yet up, and then the updater tells you that all is up to date.
It can also be a bug of the update notification system, but well, I thought I could share that other possibility (not really sustended anywhere solid

)
But anyway, as has been already said, if you can play the game normally, surely you aren't missing any critical update.