It’s pretty rare to update firmware in a device that’s been around a while. Usually, the manufacturer gets to where they’re reasonably happy with the firmware for the product, then moves on. When it’s new, it’s pretty common for there to be firmware updates, as people find serious bugs (for example, the Radeon VII shipped without UEFI support).
Since the L5 modem is old, it’s not likely to be an issue in practice.
I don’t know what Gnome-disks uses to pull temperatures. I use nvme smart-log $device | grep temperature | sed "s_.*: __" to extract the temperature (which can go into an X widget or similar (I use a curses display)).
As for why you have hardware monitoring easily with the WD drives. It might be that it’s SATA… WD also actually cares about Linux, as their drives get used in lots of high end Linux servers, so it may be that they actually bothered to provide drivers for reading statistics through the unified interface… I know nvme support is still in progress on Linux. atop only recently added support, for example.