I for one have changelog file for my modules. Unfortunately with the current marketplace system you can find out what the changes are after module updates is already installed - not so helpful right
The problem with the marketplace is while it is making it look easy for non-technical person to select, purchase, download, install a module in one click at the same time can create a huge problem with modules upgrades for store in production.
Ideally it should work like this - upgrades are available. Under each module there is a short list of what the change log has with "see more" link to open the full list. It should also have a choice whether admin wants to only download the new modules or download and install.
If admin can only download modules and examine/compare changes before actual installation this will save a lot of headache.
With current system this is impossible and creates the problems mentioned above.