NOT:
I did the change of setting first.
One WP installation on GoDaddy (Linux+Apache+php). Change settings OK. Plugin WCFE update automatic after changing. (Have 2 WP - same on both.)
One WP on FatCow (Debian+Apache+php). Change settings OK. Plugin WCFE then I have to update it manual. "?!??!" Funny or isn't it?
And one WP on my server (Windows 7.1+Apache+php). Change settings OK. Plugin WCFE update automatic after changing.