Steve,
I have had this issue a few times and I have no idea as to the cause, but what is happening is that when you close PI, some times it keeps running in the background. And because it does not actually close, the updates are not applied.
What you need to do is open up task manager and find the PI instance. Kill it, then re-start PI, No need to re-boot. Re-do the updates and close PI as normal. It should then install the updates and work fine until the next time it decides not to close properly!!
Mike