For sure but when people say “Intel CPU microcode”, as per the topic title, they are generally talking about the microcode that goes into the Intel x86_64 CPU, and not the firmware that is run by the Intel ME (believed to be an Intel x86 32-bit CPU).
That could be a question that is exceedingly difficult to answer, in that if someone is to say that those are the only ways then that is a claim of non-existence for any other way.
Regardless, I think you are being told that the recommended way is to update the boot firmware (which is a good idea anyway).
In the event that the CPU microcode is being updated in order to patch a serious vulnerability, some people would prefer to do it at the earliest possible time i.e. without booting the normal operating system - in case the exploit can be triggered before you ever get to perform the update.
It is generally not a good idea to pull in stuff from non-PureOS debian repositories. You can get yourself in a mess e.g. conflicting dependencies or e.g. duplicate packages.