If you stick a non-supported kernel into CentOS, any guarantee goes right out the window. RHEL (and CentOS as a clone) keep a stable Linux kernel version, and backport all sorts of bug fixes (and ocassional new drivers) to it, and ship the result. The kernel underneat CentOS is very different from the ones from Linux-libre and its ilk.
For quite some time Linux doesn't include firmware in the kernel sources, they are loaded on request from the drivers. If you don't have any devices that require said firmware, it just won't be loaded. If a device requires firmware that isn't present, it won't work.
Here (Fedora 20, but latest CentOS should be very similar) I have a package
linux-firmware with the firmware the kernel requires. But there are several other
-firmware packages, for a variety of devices (notably WiFi drivers). If you just don't install them, you can consider yourself dogmatically pure.
Just to add to your paranoia, many (most?) CPUs nowadays require loading firmware for correct operation (to fix last-minute bugs, presumably).