I was using Zune for mac (long story), and after my update, it told me I had no more updates even though I did. I didn't realize this till next morning when I saw a message telling me an update is available. I had to unplug my phone each time and manually force it to check for updates.
I'm pretty sure I had the same problem. I'm also on a Mac and the windows phone 7 connector app told me I was all done yet the new Nokia apps were telling me my phone's software was not up to date. Today my phone told me I had more updates available.... two actually. Not really sure what's going on but I love updates so whatever!