This is by design, so that empty unused SATA ports aren't setup unnecessarily by Windows.
You need to look in the BIOS under SATA settings for the option to select the port you are using as an e-SATA port or hot-plugable, the BIOS will then always make it live even if you boot with nothing connected.
If you don't have this option then you are out of luck, either because they didn't think to make the option available in the BIOS, or because the internal SATA ports can't be set electrically to comply with the eSATA specification.
Thank you for that answer,
but i cant imagine, that DX79SI doesn´t comply to the AHCI specifications, which should clearly
allow SATA (not ESATA) HOTPLUG. For my thoughts this is clearly an error in BIOS, so the HOTPLUG
configuration sections are missing there. So this is a job for INTEL to complete the BIOS at this edge.
I have the older DX58SO (BIOS SOX5810J.86A.5561.EB) and Windows 8 CP, and just tried with one of the internal SATA ports, and I do get a message from RST (I assume) that detects presence of drive detected when connected, and again when disconnected. In fact, worked on Windows 7 in the past also.
Realize that may not help, I've been shopping for X79 board lately.