Hello @goedhard,
I know how important it is to ensure all of your devices are up to date when it comes to security patches!
Because the updates are sent out in batches from Samsung it could take some time for it to reach your device. I am confident you will get prompted to do the update within the next few days.
Are there any users in the Community with a Samsung Tab S2 that was able to successfully download the January Security Patch?
RogersTony