This has been discussed and answered so many times: the steps performed will only be the ones for the product you have installed so, unless you have all FSDT products all installed together at once, you'll never see all steps performed.
And, since the Live Update doesn't have any options or controls and updates everything, when there's nothing left to do after the last steps, it exits to the Desktop. This behavior has been suggested by some users a long while ago, to allow updating to be part of a startup routine or a batch file, and a confirmation box or ok button at the end would have disrupted this flow.
