Do we still need to close our Lightning Network channels when we upgrade Electrum to a newer version. Or the software is now able to find and display them automatically?
You don't need to close your channels when you update, especially in minor patch releases.
Even in major releases that was never the case. Well okay, IIRC 4.3 dropped support for old pre-static_remotekey channels, but that type was never in a released version (only on git master).
You can be sure that if you had to close channels as part of an upgrade, that would be in the release notes.