Are you deploying it with a delivery method that hides the progress/package interface to the user?
It might be displaying a pop-up that you'll never see due to the delivery method.
What are the contents of the unattend.xml? Have you tried manually running it via command line? If so, do you have the same experience?
I just followed the document, using powershell, and it worked as expected. It is visible on the client being upgraded but no interaction is required from the user.
You are right. It turned out my HD was out of space and it the message cannot show up. I also find there is problem copying the expanded Windows 10 files into the target machine. My source is on the Core Server itself, but it is not joint to any Windows domain, thus seems like null share does not work for me. Did you use HTTP or UNC path to hold the target file? I tried http, but I've got error message 105, which is unable to download certain files. Any idea why it is so?
I used the original xml attached in the How To document. I also considered using the ISO image method, but my target machine is WIndows 7, which powershell version is not able to run the Mount-Diskimage method