Well this means I'll never buy another Intel desktop board again!
I'm not naming names. But with the brand I prefer, a newer revision has always supported the CPU's of the version it replaced.
I looked at the web site of every distributer I buy from, and nobody lists the board revision of any Intel board they stock. I talked to a few of them and asked why. They told me it's because they don't know what's going to show up. And these are people who get shipped to straight from Intel!
So I'm expected to get the board, and then order the CPU for that revision when I buy a Intel board? No thanks!
But thank you for confirming the problem.
My distributer credited my account for the returned DG41MJ, and the Q9505 is now working in the board I should have waited for to start with.