This isn't an error, just a warning. The `tg3` module drives many Broadcom chipsets, and needs these firmware files only for BCM5705 TSO, BCM5703/BCM5704 TSO and BCM5701A0. If you include a currently loaded module in your initramfs, but not all possible firmware files it can theoretically request, `update-initramfs` gives you these warnings. These tell you that the generated initramfs file isn't quite as general as it could be. You can only hack around this, for example by creating dummy firmware files.