Your comments

If you don't want to implement auto updates due to high complexity of doing so, why not swap the actual blocking message for a nice non-blocking system that tells you when there is a new update?

Like this:

How hard is it to implement this?

I know it's not easy to handle three different platforms (like mentioned here but, it really sucks having to:

1. click on the button at the startup and wait for the page to open.
2. click on the download link.
3. close ST2.
4. open the installer and follow all the next's again.
5. reopen ST2 and enjoy.

... each time a new release is launched.
Sometimes all i really want is rapidly open my text file to see or change something, save it if needed and close it and i do NOT want to update my SF2 in these cases.. 

It would be very nice if each time i opened my SF2 and there was a new update, I was notified by any kind of "corner message" (like those translate or 'plugin out of date' messages on google chrome) that there is a new update available and asking me for - at least - downloading it for me and asking when to install it or if i want to manually install it later.

I know it's not hard to implement a 'less intrusive' message, it is unbelievable simple downloading any file from the internet from any application and shouldn't be that hard to create a preloader that checks if there is an installer ready to run and install it if desired before launch the real application.

I love sublime text, i think you've done a great job here but i would love it even more if it didn't stop me of doing my job each time there is a new update.