Read the release notes if there are any and see if the update is something you should be interested in or worried about.
It is the same thing with PC BIOS: unless you run into issues specific to your BIOS version and there is a new version that fixes your issue, then there is little to no point in bothering since updating or not updating won't make any difference to you either way. If the upgrade fails though, the device might get bricked, so the safer recommendation is to not upgrade firmware unless you actually need to.