Firmware upgrade is a feature available only on PCM+ and on PCM during the trial period.
I believe that the PCM+ server doesn't automatically connect with hp servers to 'pull' firmwares. I think that you have to manually (administrator triggered) 'pull' the firmware list by going to the Setup.
If a problem can be fixed, there's nothing to worry. If a problem can't be fixed, worrying ain't gonna help. Bottom line: don't worry.