Welcome to enterprise networking vendors, unlike server or workstation OS, firmware updates are generally bundled as part of a support contract. The practice is pretty universal and old in the business. We are just used to it.
For the "management" software, I'm not sure exactly what you are looking for here. But I think you are looking primarily to look at url based traffic logs?
If so, you will need the url filtering license to get that kind of report. I've not used this on Juniper platforms so I'm not sure what the reporting options are and look like. I would assume it would have options to syslog to your server of choice to centrally collect and report off-box.