This may make no sense to you but a firewall is sort of like a fence around your house, its there to protect. Once its there it needs no further attention. Other security programs need updating because new security threats are found every day and the programs to protect against these new threats need to be updated accordingly.
They do update, but rarely. The only time they need to be updated really is if a small hole in it is found -- a little weakness they find after it's been released that a cracker could potentially take advantage of.