The CD-32 had a read only memory chip. It was socketed so, in theory, the user can swap it with another chip; there were system updates released for other models of amiga computer and was not uncommon for an amiga user to open the sistem: they were usually released with printed schematics (I am not sure about CD-32). But AFAIK no ROM upgrades were ever released for CD-32.
Can you tell us more? I guess, it actually allowed its firmware to be updated, since we're on this topic? The release date on Wikipedia (November 2003) is earlier than the PSX's (December 2003).
I had one when they first came out (sold it long ago though) I do remember that firmware could be updated at kiosks, but to be honest, I could be wrong