While the goal is to eliminate proprietary software, effective Free Software activists understand that their time is valuable and limited, so prioritise working on the problems that will yield the most benefit.
Hard drive firmware is rarely updated and doesn't communicate with the outside world. We would love hard drives to run free software, but this is a much lower priority right now than freeing BIOS or WiFi firmware, which affect who your computer trusts (often the manufacturer and not you) and how it communicates with the outside world.
The Free Software movement has always taken a very practical, rather than ideological approach to its long-term goal of allowing everyone to do all their computing with free software. When the GNU project was formed in 1983, the priority was writing free alternatives to proprietary programs on top of existing proprietary Unix systems. Eventually the movement progressed to where freeing the entire desktop operating system was feasible. Today some of most important work is freeing drivers, BIOSes old older devices, communication tools and mobile apps. Soon it will be possible to buy brand new systems with free BIOSes out of the box, like the EOMA68 Computer Card and the Talos Secure Workstation. Hopefully hard drive firmware will be feasible to replace one day, but until then, it's a matter of investing our energy wisely.