The map is indeed correct. Britannica mentions that the Alpine adminstration underwent several changes over the years, until the time of Diocletian:
Farther north, Alpes Graiae (Graian Alps), administered within changing borders, was organized by Claudius as a province that included the Swiss Valais. He founded a capital at Forum Claudii (perhaps present-day Aime, about 20 miles [32 km] from the Little Saint Bernard Pass, which the province was to guard). Alpes Graiae was often combined with Alpes Poeninae (Pennine Alps), farther north and east, which guarded the Great Saint Bernard Pass. The administration of these northern Alpes seems to have fluctuated until Diocletian reorganized the whole provincial system.
According to here, page 807 says the following regarding the reform of the Roman diocese by Diocletian:
The Alpine provinces were rearranged: the Graie and Poeninae were united, with Moutiers for centre; the Alpes Maritimae (capital Embrum) remained unchanged, but the Cottiae became a district of Italy.
The same is mentioned in the wikipedia article regarding Alpes Poeninae although specifics are not mentioned:
The Vallis Poenina district was merged with the Alpes Graiae or Alpes Atrectianae district to form the Alpes Graiae et Poeninae province.
So all 4 districts mentioned in the map were separate districts before the Diocletian reforms, though admittedly I haven't confirmed if they existed in AD 210 (yet), and were later rearranged into new provinces/districts as is the case with Alpes Graiae et Poeninae.