I suppose it depends on the system? I have updated Sigma, TAMRON, and XiaoYi lenses on my Panasonic and Olympus MFT bodies, as well as Panasonic and Olympus with each other: https://support.jp.omsystem.com/en/support/imsg/digicamera/d... (Sadly not an exhaustive list. I have firmware for several more lenses stashed away in my archive, but the upgrade mechanism is the same.)
You can update sigma lenses through Sony camera bodies but it requires running a program on your desktop with the camera plugged in and it’s a bit of a pain. Especially on macOS where it requires enabling kernel extensions.
Would have been nice if Sony just let you drop a file on the sd card to load an update.
Only for their old "Art" lenses, the modern "Contemporary" lenses can leverage the camera body update mechanism and only need a file on the SD card containing the firmware update.
"Contemporary" lenses aren’t more modern that "Art". The monikers were introduced at the same time, along with "Sports". Rather, "Art" is Sigma’s high-end line, similar to Canon’s "L". "Contemporary" on the other hand is a somewhat euphemistic term for "consumer" or "affordable".