Most Visual Studio add-ins now update the application within Visual Studio and do not require the download of a setup file and execution of it.
Are you referring to VSIX distributed add-ins (the ones that are installed from Visual Studio Gallery)?
Due to the product nature and integration requirements we use MSI installation and to our knowledge there is no way to upgrade to new version while Visual Studio is running in a non-VSIX scenario...
Oh, and we have always done rule and SDK (engine) auto-update from within Visual Studio. It's just the new version that require setup and no VS loaded for we got to replace a managed DLL that is a required VS package entry point.
@Serge, yeah. It is not a big deal but whenever there are upgrades to GhostDoc I have to shutdown VS to install GhostDoc.
Customer support service by UserEcho