I'm a member of the Debian kernel team, partly responsible both for removing firmware from the kernel package, packaging it separately, and adding some of the warning messages about drivers loaded but missing firmware. My aim has been to comply with all parts of the Debian Social Contract, keeping non-free software out of 'main' but not standing of the way of users who want to use it. (Personally, I have firmware-iwlwifi installed on my laptop and firmware-linux-nonfree installed on a desktop with a Radeon GPU.)
I'm not sure we've got the conditions for warning messages quite right: some users (such as you) evidently don't see any messages, and some see them several times even though the firmware isn't needed for their specific hardware.
There is also an ongoing issue with radeon where the upstream developers try to make it functional without the non-free firmware but this doesn't seem to work with many of the newer chips (it's not just slow but may fail to generate a display at all).