DIY fusion Drive two identical volumes show up booting with option key?
Fusion Drive utilizes a component of OS X called CoreStorage to work. When you boot your Mac holding down Option, you are booting into a screen running in the low-level EFI environment, before OS X has started. EFI doesn't understand what a home-built Fusion Drive is, but sees two physical drives capable of booting into OS X.

I'm not sure of the mechanics of why factory-built Fusion Drives in the latest Macs act differently but my guess is that there is a firmware chip of some sort, like you said. Apple is known to put custom firmware on some of their hard drives.