Studio Pro itself can not upgrade. You can have multiple versions of it instlaled in parallel and sometimes it is needed (If you upgraded your app to a newer mendix version you may still need to maintain the old version)

Widgets can be updated manually in your project and you can use the appstore to update modules.

No, this not possible. But this also provides you the possibility to decide when you want to upgrad your application. Maybe the newest version has some expected problems that you decide is a too high risk for your application, or the new features does not provide you a value.

It would be great if you can realize the up and down compatibility automatically according to the version of the opened application after the upgrade, so that the cost of using the new version every time is much smaller.

I agree, and disagree with this.

traditional software is very version dependent (photoshop is what i'm used to).

at some point adobe moved to a cloud based platform, and because everyone is using it, it's the same for everyone.

but if you look at software, there are often dependencies and moving parts (more than a .PSD document), making it hard to “always run the newest”, this gives the developer more control, so ppl aren't breaking your application all the time.

So, I wish it were possible, but i dont think it can be.