The updates are delivered via pkg, so they have to show as being available that way. pfSense-upgrade does some extra things that make sure it all goes smoothly.
You could, in theory, update most if not all things via pkg, but it's not ideal to do it that way since the kernel package will be locked (which pkg tells you if you run it directly), and you could potentially have some weirdness with having a mismatched kernel and base.
For a minor update like 2.3.4 to 2.3.4-p1 it wouldn't cause you much if any harm to do it via pkg, but we still recommend using pfSense-upgrade.
And yes, pkg is the standard for FreeBSD but, though the pfSense distribution is based on FreeBSD, it is not FreeBSD, so expectations must be adjusted accordingly.