Well for what it's worth I've changed fw to get newer chips but have never seen the fw pop up but I'll look and see if I can find that I have the source code somewhere for the pickit 2 firmware and stand alone application
I've updated firmware to add newer devices like be80be says, but never had the PICkit 2 reload firmware on it's own. Like I said, this is a feature of only the PICkit 3...a much-hated feature.
I've had a update fw once but it was because the pickit 2 boots but couldn't find the chips files and said to load the frimware. But there's only one hex to flash it so I don't see it adding chips unless you make a new frimware yourself or update to newer found on the net