Understanding Firmware in Network PCI

Hi,
I have noticed that some chipsets (or indeed single chips) for wireless Lan's seem to have proprietary closed source firmware that needs to be installed for them to work. However, it puzzles me that not all chipsets appear to need embedded firmware.

Why is this?
 
Some devices keep their firmware in RAM, counting on the device driver or something else to download it to the device before use. Other devices keep firmware in EEPROM or flash and don't need a download.
 
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