I remember banging on updating controller firmware using Windows VMs (in my case, with XBox controllers) and didn't get it working after some time, though theoretically it should be possible.

Just using an Internet-connected console is all it takes, so if you know anyone that has one, that's probably a more convenient route.

I kind of wish places like GameStop would offer this as a service or let people do it, since they have demo consoles sitting there anyway (or did last time I was in one).

It'd be nice if Sony and Microsoft went out of their way to support fwupd, but I suppose in Microsoft's case it's a direct competitor (with Steam on Linux) and in Sony's case, probably niche enough that they don't see much point. Sony's trying to make money on selling access to make games for their console, not selling controllers.