You're right in a sense. Modern technology easily facilitates in circuit programming, whether that be an eeprom, flash memory, or a processors built in ROM. Additional hardware is needed for in circuit programming rather than programing the "chip" itself. Manufactures goto great lengths to stop the data on the chip being read/tampered with, and so heavily encrypt it. In a modern ECU, there is a way in (ie access to I/O) throught the legally required diagnostic port. Also, manufactures often reprogram the chip will small updates when you got for a service.

If the data can be decrypted and understood, then changes can be made without replacing anything - eg the bluefin.

On something like a cossie ECU, there is no hardware as standard to enable in circuit programing. The chip is taken out, reprogrammed, then soldered back in. In order to allow live mapping, an eeprom emulator is used. Basically, the ecu thinks its talking to an eeprom, but really it's talking to a laptop...