I had the same issue. I’m way late to this party but thought I would add to it in case someone had this issue and found this forum thread looking for a solution.
After disabling a Drop on Input firewall rule I realized that it must be a firewall issue, not an IP → DNS configuration issue. I found this ref on the Mikrotik forum http://forum.mikrotik.com/t/check-for-update-error/117999/1 The issue was that I didn’t have a rule to allow Established/Related on the Input chain. Added this rule and all is well!