CPUs don't have non-volatile storage for microcode updates; it gets uploaded on boot from a copy stored alongside the other firmware in a flash chip on the motherboard, or optionally later in the boot process when an OS loads a microcode update from some other storage device. So a malicious microcode update that's trying to persist itself doesn't have to monitor for attempts to update CPU microcode, it has to detect attempts to install a BIOS update that includes a microcode update, find and poison the microcode update embedded within that BIOS update, and subvert any attempt to checksum the flash contents before rebooting. Fitting an attack that complex into CPU microcode patches that are on the order of a kilobyte is extremely implausible.