On my recent MU purchased ticket, which was on their United Kingdom website I only received an e-mail with the ticket number, flight details etc.
During online ticket purchase I could not select seats (but I could enter my Air France-KLM Flying Blue number). I called the MU London office telephone number a few times and never got through to a person for seat selection. I chanced it and called the Flying Blue Platinum Service Line and somehow (magic?) the agent phoned around Europe and got an MU person on the phone to me to speak with for the seats selection.
However, before the first outbound flight on my ticket (Europe to Shanghai Pudong to Bangkok) the online check-in did not work and I had to go to the check-in desk. I did not bother to try MU online check-in for my return journey. For some airlines/airports I feel happier with the old fashioned boarding card.
So this was with a direct purchased at MU and not an Online Travel Agent, so you should not expect any better. Hope you are lucky!
What cabin were you in? How was the EU - PVG leg?