Hmm, thank for your feedback. That's rather unsatisfactory, but it it how it its, good to know.
But to show how strange this decision is: On one side HPE writes in the "HPE MSA 1040/2040/2042 Best practices" that "Disk drives of the same model in the storage system must have the same firmware revision. If using a firmware smart component, the installer would ensure all the drives are updated"
... and yet I can't really expect a replacement drive to come with the same firmware the rest of the system's drives are currently using. After a couple of replaced drives the system will expectedly contain a mixture of various firmware levels. By following HPEs recommendation I'd eventually have to plan a full downtime every couple of times after drives get replaced.