Symptoms
When you upgrade any earlier versions of Microsoft SQL Server (for example, SQL Server 2016 and earlier versions) to SQL Server 2017 RTM or SQL Server 2017 (RTM+CU) on Windows by doing a slipstream upgrade, the compatibility level of the msdb database remains at 130.
Resolution
This issue is fixed in the following cumulative update for SQL Server:
Each new cumulative update for SQL Server contains all the hotfixes and all the security fixes that were included with the previous cumulative update. Check out the latest cumulative updates for SQL Server:
Status
Microsoft has confirmed that this is a problem in the Microsoft products that are listed in the "Applies to" section.
References
Learn about the terminologythat Microsoft uses to describe software updates.