You're making the same mistake as the people who insist that you need to drink several large glasses of water every day to stay healthy - they can't see the water in the vegetables they had at dinner, or the orange juice they had with breakfast, or the sandwiches they ate for lunch, but it was still there, and not seeing it doesn't change that.
Atheros are even proud enough of their firmware to trumpet the consistency of the firmware code base between newer and older members of the same chipset family, which gives them an advantage in maintaining good quality drivers across the whole range. And right there on their block diagrams you will see the ROM with the firmware in it.
What Atheros don't do, which Intel and many other vendors do, is include the firmware in the driver package and upload it to the chip during startup. That makes a huge difference if you have a tight storage budget (say you're building a $50 set top gadget) but for the vast majority of Linux users it just means one more package to install.