Upgrading Jenkins using an MSI package while a previous version of Jenkins is running will open a dialog saying "... a reboot will be required to complete the setup." To reproduce, double-click jenkins-1.587.msi and complete the installation, then double-click jenkins-1.589.msi to upgrade.
I do not believe a reboot should actually be necessary. The dialog is not displayed if the user manually stops the service before running the newer MSI, but that workaround is not user-friendly. If the MSI installer would stop the service early on during the upgrade, I suspect the dialog would not be shown.
I'm not sure if the ServiceControl element defined in https://github.com/jenkinsci/jenkins/blob/master/msi/jenkins.wxs is supposed to stop the service during upgrades. I also don't know if this is a problem with the WiX definition or a winsw issue. Another app I know of also uses winsw and WiX and has the same issue.