They are free during the warranty. I don't know whether they are comp'd without deductible in the extended service contracts, but perhaps someone else can tell us.
I cleared my own MIL for the DEF system when it cropped up at 8k miles rather than taking it to the dealer. You might consider getting a ScanGauge or, if you're more technically inclined, a Bluetooth OBDII adapter plus a smartphone app like Torque Pro. With the specific codes, you can Google for possible root causes and decide whether you want to bother with going to to the dealer.
Some of those updates (like HVAC) really aren't required unless you are upset with how the automatic temperature control works (for example). I suggest monitoring the TSBs for your vehicle
to see what has come down the pipe. God knows I am trying to avoid some of the later transmission updates, because it sounds like it may make it worse.
Conversely, I had the patch for the horrible oil life algorithm, the original HVAC patch to fix the horrible heater, and the end-of-August patch to fix the transmission. I definitely needed those; unfortunately, you can't pick and choose which TCM/BCM/PCM patches/fixes you get. They will just install the latest firmware version for whichever module and you get everything that entails: the fixes (or hacks, as the case may be) plus the new bugs.
Bottom line with Jeep firmware updates: if you aren't experiencing a perceptible issue, don't do it. Doubly so if they are charging you for the privilege. I have started bringing TSB printouts with me to the dealer to explain what I want to have patched.