Unless you've done absolutely no customization to Magento, upgrades aren't as easy as you think. And even then, they can have really strange database update problems.
Learn how to run a staging server, do your upgrades on that so you don't suffer economic loss through killing your live e-commerce server. After thorough testing, only then do you attempt upgrading your live site.
The automated update you so desire is in the connect module, it's really easy until you've done it once and had it fail. Being built into the admin panel will not cure the issues that a Magento upgrade can cause.