Gentoo's Portage-system also did this, and so does Arch's Pacman...and possibly all this type updating systems?
of course, when you update software, the updated software might have new options or perhaps it has changed it's config. and this is why the update asks whether you want to update your config too or not...
basically, updating the config is sensible. but the "disadvantage" of the automatic update is, that your older changes are usually lost, and you get some kind of "normal" settings. this is no problem, if you haven't manually changed the config that's being updated, but if you have, then you shouldn't automatically let the update-program (apt-get) update it, but do it manually.
this is done like this (unless apt-get would be wise enough to keep your old changes too...don't know and I don't think so): before accepting the update, copy your old config (if apt-get doesn't do this automatically) to a backup file (if the config-file's name is "config" for example, then copy it to "config_old" or something) and then let apt-get update the config. now open up the updated config and see how it differs from the older one (the one you copied) and make the changes you need...
I'd say that if you're updating a software, and haven't made any changes to the software's config, then it's usually completely safe to update the config. the only reason to keep the old config (or copy it to a safe place first) is if you _have_ made manual configuration and wish to keep it that way.
Gentoo, as far as I can remember, didn't update any config files, but told me that it had copied new ones (named in a certain way) to the same dirs and asked me to manually rename/replace the older ones with the new ones. this way I always had a chance to see what changes are about to take place..
perhaps the greatest disadvantage of updating configs automatically is that you lose your old configuration...and the disadvantage of keeping the old is, that you might lack the new possabilities of the new config.