Update October 5, 2021 = Instead of trying to install from the WD drive, via browser the user downloaded and installed the update.
My Vostro 7500 attempted to install WD SN730 PCIe NvMe firmware update (14mb  9/29/21) today, 10/5/21, with an cryptic 'Update(s) failed" message.  I've rebooted several times, but each time the update fails.  Any ideas?  I see 'scanning system devices,' then a 14mb download, and next the failure message.   Dennis  
Vostro 7500 WD SN730 PCIe NvMe firmware update failure