That's not a plugin feature Al, and is also very dependent on how you carry out your upgrades. It is certainly possibly to use a git script to update all code as well as core Moodle on an upgrade (I use a bash script, others use git sub-modules, and I'm sure there are other ways). However, that can be complicated. Your suggestion that Moodle (core) could automatically update the plugins as well as the core code is a good one, but as Gareth points out in his reply, would be a core enhancement on Moodle Tracker rather than something an individual plugin can achieve.
I know that (I believe for Moodle 4.0) HQ have been looking at how the plugins database works, and this may be a feature they would consider looking closely at as part of that development.