Yes you have, it's done automatically.
Typically packages including microcode behave the same way - prompt to update the package, no prompt to implement that update (replace individual files).
Also, these packages allow vendors to keep quiet about security issues, because they can silently fix them in the next update.
If you want to see when Intel issues new microcode updates, it is all available on their GitHub: https://github.com/intel/Intel-Linux-Processor-Microcode-Dat...
It's all a big lie. There's proprietary firmware everywhere. The FSF just doesn't want users to know about it, so they can live happily in their blissful ignorance believing they are freer than everyone else.