Because they have complex software in for bluetooth connection, noise cancellation and other behaviours like automatically switching off when taken out for example. You don't have to update it of you prefer not to.
Because we cut a corner somewhere to make a budget device and realized it was a lot more popular and now we have to patch it like if it was a fucking nuclear reactor....
why do keyboards need firmware updates and companion apps? yet, that's exactly what my razer mech KB required for me to change the slow fade in/out to just "on". Pretty ridiculous and I too uninstalled it after, but who knows if I got it all?