That is correct, unfortunately. You have to check every time you get the car back from service to make sure the strategy code has not changed. Can't really ask the dealer directly (correct?), so add it as a step in your process.
Now if the device itself needs an update, that is different, and the link ZSHO pointed to will let you download it to your PC. You would then update the X4 using LiveLink.
If you like, you can upload a pic or two to show exactly what the X4 is saying/doing.