Linux's users can update using commands, but Windows users need to visit kdenlive.org to check for new version. Please enable auto update feature, and we should know as we launch the program. (If auto-start is disabled) Also, for those users who enable auto-start program, they can enjoy auto download and install feature. Hope, you understand the importance of auto-update in terms of security and features.
I switched to wishlist. Thank you for your request. Implementation is not so easy. We track it here: https://invent.kde.org/multimedia/kdenlive/-/issues/689