When loading the drivers for ST60 is the message "lrdmwl_sdio mmc0:0001:1: Direct firmware load for mwlwifi/WlanCalData_ext.conf failed with error -22" harmful?

No, actually this message is only a warning and should only come up when the highest linux printk debug is set. Laird does not use this file within its software. Hende the warning as well as the file an be neglected.