They do yeh, it's like £120 for the upgrade, but you might also want a gauge and I dont think that the upgrade comes with the sensor. A mate just bought one and it's the impression he's given me. Once you factor those costs in there's little in it and I'd go external for the visibility. The AEM ones also seem to have a better response rate than some integrated controllers.
My opinion, leave it as is and spend the money on taking your car and better half on holiday. No issues with "unbalancing" the car, reducing reliability, insurance concerns or simply having a car that is even more difficult to fully exploit on the road. With the £2-3k take it for a jaunt around the highlands, to the Alps or the Pyrenees.