I followed the same procedure but did not reboot between installing 3.5.0-40 and 3.5.0-41 and then 3.5.0-40 was listed when running 'apt-get autoremove'.
I followed the same procedure but did not reboot between installing 3.5.0-40 and 3.5.0-41 and then 3.5.0-40 was listed when running 'apt-get autoremove'.