Confirmed with release 0.9.5 too (on MacOS Mojave 10.14)

Confirmed with release 1.1.0 too (on MacOS Mojave 10.14)

Confirmed with release 1.1.0 on MacOS High Sierra 10.13.6 too

I solved the bug and made a pull request. #99

Version 1.1.1 had the same problem. Showed like there was no updates. Had to download directly from website.

Ah, I need to update the https://objective-see.com/products.json file, with the latest version.
I usually wait a bit after releasing a new versions before updating that.

Fixing a few other bugs, and (hopefully) releasing a new version soon - and will be sure to then update that version file!

products.json looks like it lists the current version of LuLu as 0.9.5:
$ curl -s https://objective-see.com/products.json | jq '.LuLu'
{
"description": "The free firewall for macOS",
"version": "0.9.5",
"zip": "https://github.com/objective-see/LuLu/releases/0.9.5"
}