They do it like this because they've had to manufacture the hardware for some time, but the software wasn't ready yet.
While they are manufacturing the hardware, they upload the firmware/software into the unit, box that sucker up and store it in a warehouse. There are PS4 units that have been sitiing in warehouses for weeks, if not a couple of months at this point, depending on when hardware went into actual production.
They probably made this decision based on the number of hardware units they needed to get ready. This launch is expected to be MASSIVE, so they're going to need a ton of units ready. This is unprecedented for Sony. Usually they launch in Japan first with a million units or so, then slowly roll out the rest of the world. Not this time. They are launching essentially Worlwide in the course of a month, to include asian territories a mere 3 months later. That's crazy-talk!
So yeah, last minute changes/additions/omissions to the software are going to have to be patched into systems already sitting in warehouses.
btw, I used to work at a Sony plant where they made playstations and VAIO computers, can you tell?
Stand tall and shake the heavens...