The reason why it is uploaded by the drivers is that it makes it possible to fix errors after you release the hardware. Just update the microcode.
If you burn the microcode onto the chip, you would have to replace the entire 300$ GPU if there is a bug in the microcode.
Yeah, it sucks. But your Intel processor and your motherboard chipset and pretty much everything else in your computer runs unfree microcode too. It's just not as obvious.