IMHO, it can be considered as a bug. The only way to move two connected windows (not only with update-manager, but also with synaptic) is to mark the active one as 'always in the visible work area', change desk, then mark the visible window as 'only in this work area' - don't know if the real English words are like that, I use Ubuntu with Italian l10n).
-- Cannot move to other workspace / desktop when processing https://launchpad.net/bugs/44490 -- ubuntu-bugs mailing list ubuntu-bugs@lists.ubuntu.com https://lists.ubuntu.com/mailman/listinfo/ubuntu-bugs