Call me traditional but I find it a bit scary for my BIOS to be connecting to WiFi and doing the downloading. Makes me wonder if the new BIOS blob would be secure i.e. did the BIOS connect over securely over https ? Did it check for the appropriate hash/signature etc. ? I would suppose all this is more difficult to do in the BIOS. I would expect better security if this was done in user space in the OS.
I'm much prefer if the OS did the actual downloading followed by the BIOS just doing the installation of the update.