Yes.
If you download it via the mac app store the firmware update downloads together with the os x delta update. It won't show up separately in the mac app store itself, but you can check that it downloads to the same numbered folder within /Library/Updates/ that the delta update downloads to.
It has been this way since 10.10.2 for betas and also public releases.
So there is nothing unusual about this for this beta of el capitan.
But it just means that if you want to do it via direct download instead, you have to remember to do the firmware update too.