Yes. This is what is supposed to happen when firmware is missing:
1. The driver requests firmware.
2. The kernel tries to load a file under /lib/firmware, and fails.
(This is not implemented in the wheezy kernel.)
3. The kernel sends a request to udev to provide the firmware.
4. udev runs a firmware helper script, which records this request in
/run/udev/firmware-missing and then returns failure.
5. udev reports failure to the kernel.
6. The kernel logs the failure and reports it to the driver.
We know that step 6 has happened, and we can infer from that that
steps 1, 3 and 5 must have happened. The problem is in step 4.