I looked into this and the failures are actually normal, and loading the
iwlwifi-7265D-22.ucode is the best that can be done on the Stretch kernel.
Not all version numbers of the Intel WiFi microcode are released, and
when a kernel version is frozen the best version is not known in
advance. This is why the kernel will try a range. Source:
The list of released microcode versions is here:
One can see that the version jumps from 22 to 29. The Stretch kernel
tries from 26 downward. So 22 is the best it can use, and is covered. If
one uses a more recent kernel, then it can make sense to download a more
recent version from the above page.
So it seems this bug can be closed.