The shield is not design for writing and reading firmware to and from the XBee module. It is only designed for basic two way communications. If you want to read or write firmware to the module, you need to use a board that is designed for it such as the XBIB boards from Digi.
I too have this situation. I am new to XBee radio modules.
It has been suggested to configure both XBees on my Explorer USB. I am a bit confused as to the answer given below.
Should I accept that XCTU cannot detect an XBee S1 mounted
on a SparkFun XBee Shield/Arduino UNO?