What they mean is that the interconnect modules are hard wired down to the mezzanine slots in the blades. If there is no FC HBA, in the mezzanine slot that the interconnect module is tied to, then there is no FC HBA in the server in which to connect to your SAN switch in Interconnect 7/8. In order for a blade to have a link to interconnect slots 7 and 8, it would need to be a quad port card (which you unlikely have). If you have a 2-port FC card installed in blade mezz slot 2 then the interconnect modules would need to be installed in slots 5/6.
Can you paste a screenshot of the installed mezzanine cards in one of the blade as shown in the onboard administrator?
C7000 Architecture Overview
https://www.hpe.com/h20195/v2/getpdf.aspx/4aa4-8125enw.pdf
BL460 Quickspec
