Update 3.9.1 to 4.0

By default, you only get automatic update for minor updates. In your case, you should get automatic update from 3.9.1 to 3.9.2. You will not get automatic update to 4.0.

You may want to check the wp-config.php, and look for something like this:

define( 'WP_AUTO_UPDATE_CORE', 'minor' );

‘minor’ – means you will get minor security update like 3.9.2
If it is ‘false’, means you get no update.