<http://msdn.microsoft.com/en-us/library/ff537109(v=VS.85).aspx>
specifies that for a device to be identified as composite it (among
other things) "must have a single configuration". The page has also
a passage which seems to indicate that the INF is needed:
Selecting of the configuration is also mentioned as a requirement, and
the next paragraph points to a web page you've cited:
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