I'm not asking about flashing the phone to do an upgrade (where you end up losing your apps and data). I'm asking about when you do a proper in-place upgrade that preserves all your apps and data (i.e. an official way).
I was able to update my Lumia 710 after connecting it to Zune Desktop, but the Windows Phone client (on Windows 8 Pro) doesn't seem to offer any such options. That and expecting a cell phone to download 1.4 gigs over WiFi for an update sounds like it shouldn't be the only option (even iTunes downloads it for you).