Automatic firmware updates have become pretty common on hardware from big OEMs for several years now.
As an anecdote, MSI's dragon center utility bricked my motherboard trying to apply a BIOS/UEFI update which required me to use the flashback recovery method and wait in terror for about 15 minutes to see if I would have a working computer again.
After that experience, I will only use the usb thumb drive + booting into BIOS/UEFI method for applying updates.
https://www.dell.com/support/kbdoc/en-us/000124211/dell-bios...
Yes it's just as bad an idea as it seems.
Source: Dealt with it occasionally at a computer repair shop I worked at.
Windows will automatically deploy the BIOS update along with any other automatically deployed updates.
That being said, I rarely use vanilla Ubuntu and rarely use Dell, so maybe I've just not seen it and it does happen.
Also even if you loose power it won’t brick anything the firmware can and will recover from failed updates.