Either the firmware can be modified by the user, or remotely, in which case it should not be shipped.
Or it is an implementation detail of the communication between the 3 pieces of hardware, not reasonably modifiable without returning the whole thing to the factory, in which case that firmware is actually part of the 3-piece hardware, and can be shipped.
Even a device as trivial as a keyboard, mouse, or SSD drive has firmware which can be updated. Shipping them without firmware would be completely ludicrous, and you'd basically buy a fancy brick. Hell, you need to flash firmware onto it in the factory to make future updates by the user possible!
I'm not proposing that no hardware ships with firmware. I'm proposing the hardware manufacturer choses: enable updates and don't ship the parts that can be updated, or disable updates entirely.
Consider any sort of user-facing device (say, an electronic toy, or a music performance device, or for that matter, even a phone). These are all aggregates of hardware made by other companies. Yet they are also hardware. Being unable to develop such devices along with the firmware that runs them would make it more or less impossible to develop them at all. So where does "hardware" stop and "device" start?