This is particular to TextPad, but would apply to any app.
When I check for updates, most of my other apps allow you to download and start the update within the application. Most of those will automatically detect when an update is available and either alert the user or download it and alert the user afterwards (after a user elects to have it do so).
The single biggest part of that though is being able to have the app check for an update and begin the download and install from within the app, rather than opening a web page.
I am probably spoiled, but this is a paid application and other free apps have this. I would love to see it here.
Download and Launch Update from Within Application
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Will save you work once every 5 years or so.
TextPad updates so rarely these days that such a feature would be of absolutely no material benefit.