This may already be known, but just in case.
When I gain a tech that results in an improvement upgrade after the end of turn processing, auto upgrade works. Same if I get a tech in a diplomatic trade. However, if I get an upgrade tech after I click "End Turn" and my survey ship(s) survey an anomaly that gives me a tech before the turn actually ends, I then have to manually upgrade all the improvements on all my worlds before I can end the turn. When you have a 100 worlds, this can be rather time consuming.
(Sorry, don't know why this posted twice.)