If Nightly downloads an update, it won't download another one until after you restart and update the one it already fetched. This is pretty annoying if you don't use that machine for a few days and want a fresh Nightly, as you need to restart, force an update download, and restart again. It should just continue checking and downloading updates all the time, then you'd just need one restart to get to the latest.
I would really love for someone to take a look at this bug. It is quite annoying to have to restart Firefox Nightly multiple times if you skip one update. Firefox Nightly usage has tripled just this year (https://twitter.com/StartMozilla/status/905799951233540096). I'm sure someone has a graph out there showing how many of those users are on the latest build and how many are on the previous day's builds. I would think just fixing this one issue would probably ensure a lot more of those people are running the latest build.