Sorry for any confusion - Samsung do write and release the new firmware, but they don't seem to promote it or make it easy to get hold of or to install.
I wouldn't like to comment on Samsung updating your phone if you returned it to them. I suspect they'd just send it back, especially if you've got branded firmware as many of us do (and I did - but flashing my phone got rid of that!), and you'd have merely been without your shiny new phone for a week or so.
What other improvements? Um, well, not a huge great many that I'm aware of.
My internet surfing seems slightly faster and more reliable now, but that could just be my imagination. Some people have said that the interface looks slightly different and is faster, but I haven't noticed any difference. The main difference is that all the T-Mobile gubbins on my phone has gone and so it works a bit better.
Honestly, I wouldn't be scared of updating your firmware - the instructions here are superb, and if a non-techie like me can do it then I'm sure you can, too!
-Stu