Think of this like your brand new PC you picked up on release day. Windows is one thing but, the hardware on the motherboard, battery, video card all need updating. The system board gets updated via a OEM firmware, this should address chipset, battery life and performance based issues.
On the phone, you have almost the same thing, it IS a mini computer, it has a full chipset, CPU, video card, etc. The DP update is just that, SOFTWARE like Windows on the PC but, you can not manually update drivers, like you can on a PC (Windows update anyone ?).
With the Cyan update/Firmware this should optimize the battery, CPU, display for the device you have, not just a package of software over the OS. Never mind, in my case with the ICON, it will update drivers for Bluetooth 4.0 and other tracking features.
So, as DP works fine for the most part for me, I would love to see them "tweak" the battery a little (though I can get through a day for the most part but, there are some cases where I need to charge the phone by 7pm some days) and CPU, as when doing stuff on the phone for 5-10 min, the phone gets really hot, this type of stuff can ONLY be addressed by a Firmware update.
So, yes, you want the firmware, it's not about people complaining (then again, people here will complain about everything) but, it's about optimizing the device for Windows Phone 8.1 and for that, I cant freaking wait....