Well, if the user wants the update, downloading in advance is a much better experience, because you only get interrupted once, for a restart that only takes a second or two.

That's in contrast to being interrupted twice (once to download, then again to restart) or a single long interruption (shutting down, then downloading, then restarting).

Of course, it's a different matter if the user doesn't want the update. But we developers don't like to think about that :)