Hi,
MS not making these updates for WD seperately downloadable for manual installation is a pain IMHO.
If you are installing or updating WD on a PC which is offline (perhaps due to spyware infection) then not being able to go online means you cannot update WD to the latest database.
Removing some spyware does damage your Internet connection so the ability to be able to update offline is a must when you are engaged in cleaning a PC of spyware (which I do regularly as part of my business).
I tend to favour tools and utilities which do allow for offline updating and downloading their updates manually as it makes my like easier.

Not everyone has a high speed Internet connection so having your tools on a CD ready to install is a godsend.
The updates for MSAS were available for download and later installation when offline so I hope this is something that is carried across to WD.
Anyway there is a work-around for now; go to your %SYSTEMROOT%\SoftwareDistribution folder and locate the file for the WD update as it is downloading in Windows Upadate and copy it elsewhere when the download is complete.
Extract the contents of the .EXE with your favourite unpacker (I used WinRAR) and the .MSP file will be inside.
Kind Regards
Simon