Hi Dennis, we know when the branches get updated based on our experience with GitHub, but this is not described anywhere in my knowledge.
As for this feature being not officially supported, we communicated with GitHub some time ago and that was their response. You can try to clarify it with them.
We have implemented support for these merge branches in the Pull Requests build feature but had to disable it for these reasons.
You can switch this functionality on by setting an internal property teamcity.pullRequests.buildBranchFilterEnabled to true.
A word of caution: this functionality is not officially supported by TeamCity, it is not guaranteed that it reliably works and we might remove or alter it in the future versions of TeamCity.