Tried disabling the HP's PXE boot ROM but no dice. Two more things that bother me. First, the SASWT4I RAID card shows up fine once in Windows and two, the HP's on-board Intel chipset RAID works fine. This tells me the on-board Intel chipset RAID is probably what's interfering with the system loading the SASWT4I's option boot ROM. Unfortunately, the on-board RAID doesn't offer the features I need but the SASWT4I does. I contacted HP's support to report the incompatibility, but who know where that will go?
BTW, someone else reported having this same issue with the SASWT4I and an Intel chipset based motherboard:
I imagine HP would have to offer a BIOS update to fix this issue.
P.S. HP doesn't list any RAID cards compatible with the Z210 Workstation. You're basically on your own, which is ridiculous considering it's a workstation class machine.