According to Microsoft, the CDC driver that emulates a serial port will not be loaded automatically without an INF file.
What this means in practice is: "Your shiny new USB firmware emulating a USB serial device won't work out-of-the-box on Windows 7. You must provide an INF file telling Windows to load the correct driver."
Zadig does this automatically for you for USB CDC devices, but I would prefer to provide our own INF out-of-the-box.