Regarding the NAC agent, even though it would be a nice feature, it was not thought/implemented...as the agent is a software like any other available on CCO and if you want a new version you need to go to CC and download it...
About the "Compliance Module" I am not sure what you mean, but if you could clarify maybe we can answer you.
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Maybe I didn't explain it very well so I included a screenshot of what I am talking about. I am on version 4.8.0. The compliance module is new in 4.8. But the update feature has always been there as far as I know. As you can see it sees 22.214.171.124/126.96.36.199 as latest yet cco download has 188.8.131.52/184.108.40.206.
I may be able to add to this to clarify a little bit.
In 4.8.0 the compliance module was added.
The first update to the compliance module was 220.127.116.11 and was automatically downloaded provided you left the box checked to auto download the compliance module.
The second update to the complince module the current 18.104.22.168 even though available and having the auto update box checked will not auto download, you are forced to go to download it manually from the software download page. I did notice that after installing the 22.214.171.124 update a new line shows up under the module version for windows. The line about for agent versions 126.96.36.199- 4.80.100 shows up, with previous versions of the module that was not there.
I am not sure if the no auto download is intentional as this compliance module does something else (turns on the version notification) or if it is a bug on certain setups.
I am pretty sure this is what the original poster is wondering about.