Why does some software not update itself?

I would like to know why some software doesn't have an update option? Programs like for example "Steelseries Engine", "HwInfo", "VirtualBox" do not update themselves. When they notify me about a new version, I have to visit the homepage and download the new version and install it. Why can these programs not just update themselves like others do? And secondly: If I have to download and install a new version by myself, is it ok to install the new version without uninstalling the old version?