Not sure if this is intended behavior or not, but with the Rio 10.2.1 installer I have seen this with both Server and Client upgrade.  I run the Rio installer and it detects version 10.2.0 and begins the upgrade process.  Shortly after starting, a popup box asks for the install disk.  I did not want to redownload the 10.2.0 installer, so I uninstalled the products and then the installer worked fine.