It's virtually impossible to miss the driver CD with Windows and OS X drivers on HP's website, the OP probably wanted them for free or without the hassle of ordering the disc.
HP most likely made a crappy license deal with the developer of the OS X drivers, with limited redist rights. On the other hand, there is no way the driver CD isn't (supposed to be) included with the printer. If the disc is missing for a brand new printer, something is wrong. In any case, I agree with the suggestion to call/e-mail HP.
To charge for a physical replacement disc is perfectly reasonable though, but the drivers really should be downloadable for free in addition. Disappointing move by HP.