This is normal. It is because the interfaces aren’t numbered consecutively. The numbering is instead used for function mapping. The warnings are harmless.
IMHO, the warning is more confusing than useful, although formally correct. But it has “always” been there, and some people find it useful. See the discussion in this thread for details:
spinics.net/lists/linux-usb/msg77499.html
But back to your real problem (which is unrelated to the warning): Your modem is now configured with a single config having a single MBIM function. The modem should work fine with the Linux mainline cdc_mbim driver and MBIM aware userspace applications like ModemManager or umbim. But from your report I guess you expect an AT command function and/or QMI functions?
It is possible to reconfigure the modem from Linux. But there aren’t any tools as far as I know, so it is a bit hackish. I’ve outlined the procedure here: My MC7710 can't work on Linux after plug-in it to Windows8
Or you can ask Sierra Wireless for a tool to reverse the damage caused by their Windows driver/application…