The Intel(R) Chipset Device Software does not install drivers, just an INF.
You can't upgrade the Intel Chipset Device Software via the .EXE. (If I remember correctly, it actually looks like it's installing - doesn't exit with an error in other words - but it's not.)
This is likely what you're seeing.
In other words:
a) When you install the utility via the EXE, the INF is not changing - hence the reason it's not updating the version number for that component.
b) The only way to upgrade the utility at all is to perform a have-disk install (manual update via Device Manager), which is why you are seeing the version number change when you install in that way.
In general though, the INF file for a particular chipset or ICH only rarely changes between versions so even if the version number changes from 9.0 to 9.1 for that component, the actual INF file has likely not changed at all. Basically, you install once and then you're done - it's rare that you would ever need to upgrade.
Does that help at all?
Yes your message answers exactly to my question.
The fact that drivers are not updated by the Chipset Device Software on an already installed system is so a normal behavior.
I think it's a solution for Intel to take no risk about the stability of systems already well configured. Why not ;-)