It really makes me laugh, Windows Mobile devices (including phones) have had this capability from day one. Whenever the device OEM developed an enhanced or updated firmware, the customer was able to download and install within hours.
On rare occasions such as an OS upgrade from PPC 2002 to 2003, some OEMs charged a nominal $30 or so for the upgrade, but the option to do this was always there.
In the end its a good thing for Nokia customers, and I can only imagine that they will incorporate this in all future phones/devices in addition to as many shipping products that they can. Good move Nokia.
Link to MobileCrunch » Nokia Unveils Phone Firmware Updater