This is similar to how Apple has been handling firmware updates in things like your wireless charging pucks, AirPods, HomePods, etc. These devices with no screens can’t easily present an update interface. So the devices connect to your phone, and the phone updates them when it has a good connection. In some cases, like HomePods, you can force the update to happen within the home app. With other devices, you just have to wait until the phone determines it can do the update safely.
It might be nice for Lucid (eventually) to show the current firmware of your key fobs in the phone app or in the car UI somewhere, so you would know if your fobs were up to date. My guess is that is on their (long) future feature list.