You did not miss anything. Everything you discovered below is correct. The driver will prioritize traffic on the port using 802.1p, but you cannot configure an 802.1p priority in the driver. There might be another approach to QoS besides using Windows policies (or DCB), but I do not know what the other approach would be.
Once upon a time, we had Intel® Priority Packet that could be used to set 802.1p priority, but that utility was discontinued many years ago. I never used the utility and cannot tell you much about it. The utililty is still available, but if you tried to use the utility with current adapters and newer versions of Windows, you might end up with a mess instead of being able to assign priorities. Also, the utility probably would not recognize the newer adapters. The Intel® Priority Packet 3 download is still available at http://downloadcenter.intel.com/Detail_Desc.aspx?agr=Y&DwnldID=6020 if you want to play with it, but you will probably just be wasting your time.