I had the same problem. I found a workaround that is working for me so far. I have MNPA19-XTR "ConnectX-2 EN" cards with single SFP+ connector.
It seems that the mlx4_en module is not loaded during the installer for some reason. Here is what I did (using 6.1-2 iso image):
1. boot into the debug installer
2. type "exit" at the first root prompt (from the initial ramdisk)
At this point, you can see that only the mlx4_core module is loaded with "lsmod | grep mlx4" and in dmesg, you can see that as well. Also "ip link" won't show anything but the loopback device if the Mellanox card is the only NIC in the system. Or it will show the loopback plus any other detected non-Mellanox NICs if they are installed/enabled.
3. type "modprobe mlx4_en"
Now you can see that both mlx4_core and mlx4_en are loaded with "lsmod | grep mlx4" command.
4. type "ip llink" to see that the new device is present. Get the new device name (mine was "ens1" on one system and "enp0s0" on another).
5. type "dhclient ens1" (or whatever your device name is).
6. type "ip addr" to verify that the device got an IP address from the DHCP server.
7. type "exit" to go to the graphical installer.
Now the graphical installer doesn't error out for no network device and completes successfully (at least for me). And the bridge device is built using the 10G adapter.
I've tried in on a couple different machines. And with the Mellanox card as the only NIC, or the Mellanox card plus other NIC(s) but using the Mellanox as the only connected NIC.
Hope it helps,
Jason