Firmware is software, yes, but more specifically it's firmware, a specific subset of software.
When you say "software" it gives an end user the impression they may have to install something. When you say "firmware", the specific type of software being used here, it's made clear the installation is on your end, not the end user's.
And it sounds like they barely did any research, certainly not enough hands-on time with competing products, if their conclusion was that it would somehow be simpler to have to use software you install on each device you own than to have it just automatically work, or more platform support friendly to rely on software they develop for maybe two pc platforms at best than a truly universal system that works on every single operating system even if it's something so niche Audeze wouldn't even know it exists. Unless they mean simpler FOR THEM and not FOR YOU, which is just lazy. It's hard not to come to that conclusion when they're practically outright admitting it with keeping things simple on their end as the excuse for the missing feature.