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).
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