Firstly: Please don’t confuse non-free drivers with non-free firmware, they are different things! Firmware runs in a different space to the OS, typically on a different processor. Drivers are part of the kernel, part of the OS. We have no intention of including proprietary or non-free drivers on official media.
Secondly: the problem with the possible missing firmware message comes from the hardware itself. In some cases (like the Realtek ethernet cards you mention!), we cannot reliably tell if the hardware needs firmware loading or not. The device IDs are identical for different versions of the hardware - some need firmware and some don’t. We don’t have enough information to tell for sure.
The user will only find out later if firmware was needed when they try to use the system. This is a real problem.
Many devices require firmware to operate. Historically, firmware would be built into the device’s ROM or Flash memory, but more and more often, a firmware image has to be loaded into the device RAM by a device driver during device initialisation.