in my opinion additional kernel modules for policy is not necessary. Perhaps in the BIOS selected consumption scheme blocking this policy/
It may be depend of BIOS settings. Try change in BIOS item like "cpu config" scheme. May be selected "max perfomance" ?
You can look in /sys/devices/system/cpu/cpu*/cpufreq/scaling_governor what policies are available (modprobe acpi_cpufreq).
Look to https://wiki.archlinux.org/index.php/CPU_frequency_scaling and http://www.tweaktown.com/reviews/6101/supermicro-x9dr7-tf-intel-c602j-server-motherboard-review/inde... ("The advanced CPU tab shows the CPU configuration for this board").