Duplex printing (or not) is a function of the printer driver, not the operating system.
I suspect that HP wrote a barebones driver that they passed to MS for inclusion on the W2K installation CD. As this is no longer a 'current' printer, they have no interest in developing a more advanced driver.
I am in a similar position with one of my printers (HP 880c - essentially the same printer) and XP.
Back to manual duplexing :)
If you go to File -> Print in MS Word, you will see the option to print just odd or even pages. Not as convenient as having the facility in the printer driver, but it is still an effective method of duplexing.