mretzloff:
Excuse my ignorance, but why not?
For a large number of reasons, which I won't go into, but consider this as an example.
One of the first things you do when you install zencart, is ceate your custom template. (some people customize the default template, which is procedurally incorrect, but they do this nevertheless.)
If you have done any customizations (let's say in 1.3.8) and you attempt an "upgrade" via fantastico, two things are likely to happen (based on what I said in the above paragraph.)
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If you customized the default template, this upgrade will over-write the files that you customized. You will lose customized work.
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If you have a proper custom template, all these customized files will stay as 1.3.8, and the remainder of the software will be 1.3.9.
Customized files ALSO need to be upgraded - and the only way to do this is MANUALLY. There are tools such as winmerge that help you do this, by COMPARING files and alerting you to differences - but essentially, every custom file created in 1.3.8 needs to be manually changed to reflect the updates in their corresponding 1.3.9 files.
You work with the CHANGELOG files, so you can see at a glance what files are affected by an upgrade, and if any files in the changelog(s) happen to be customized, these need manual upgrading.