Yes and No - the website doesn't know when you have shipped the goods unless you tell it. However, you have to click on the submit button at the Transaction Status 'Shipping Notify'. You can't just edit the transaction to shipped and an email is sent, you need to review the email, click submit and the site will send it for you.
The reason this doesn't happen automatically if you change the transaction is because some customers don't give a proper email address, and you can review it at that time, you may want to add extra detail to the email being sent and some clients don't need to advise when an item is shipped (ie it may be a downloadable product).
