Bought my PWX from Lennys (a 2018 BH bike), not sure if it needs to be taken to a BH/Yamaha dealer for a firmware update. I know these updates are common on other manufacturers; not sure about Yamaha.
Are you asking whether your new bike needs an update or whether a bike you’ve had for awhile might need an update? I would imagine the shop would have run all updates before sending out a new bike (mine did). I ride a Specialized Creo (delivered in Feb) and this week was notified by way of their app (Mission Control) that the bike needed both a display and a motor software update. The bike had to go to a Specialized dealer for them to do the update. The bike was purchased from a dealer in Arizona and the update was done by a dealer in Colorado, no problems or requirement that I go to the dealer where purchased.
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From the Yamaha website, in the FAQ section: Question: Can I change or update the drive unit software? Answer: Software or firmware updates are not necessary.