Windows has long had this capacity. The confusion stems from rendering colour on wide gamut monitors where OS X is still doing it better, but in the print pipeline, Windows has in many ways been and remains ahead of OS X (though for most cases it's an irrelevant distinction whereas for monitors the variance can be quite real).
Not surprisingly, printer manufacturers know a thing or two about the colour output of their printers. As you discovered with the 9500, a lot of the default settings are designed to generate that is presumed to be aesthetically pleasing results for most happy snappers or office printing (and, indeed, similar results can be obtained from your 9800 with appropriate driver settings).
The more accurate, realistic colour renditions are entirely achievable through the driver up to Adobe RGB with most printers with a driver released in the last, oh, 10 years? Somewhere around that. The results can, in some edge cases as Schewe suggests, provide a better results than using ICC profiles - it really comes down to the profile. The main issue with "printer manages" is for folks who want to use a third party media. The driver settings that select media directly affect the colour output, of course, and you can only approximate or guess when using a third party and letting the printer doing the colour work, whereas with an ICC profile workflow you can profile a particular third party media based on a relevant driver setting and deal with the media white variance.
If you use both OEM and third party media types, it then becomes a matter of workflow consistency and most people only want one workflow, and not two (or at best two if you have an ABW or other B&W workflow). Indeed, speaking of B&W, we discovered, well, about 10 years ago, that converting your B&W to Adobe RGB and then using an Adobe RGB printer manages workflow even on consumer level, single black, printers gave surprisingly good results (much less green cast than was otherwise typical).
What you can't do with the printer manages workflow is to easily linearise or reprofile to deal with changing environments (wear and tear on the printer, average temperature and humidity, and so on - things that are taken into account with customer ICC profiles made by you on your printer in your workspace. Mostly, though, I suspect it doesn't matter unless you're trying to hit FOGRA certification targets or the like (in which case you're a proofer and that's a whole different usage).
Of course, having just said you can't linearise that's actually not true. For the Epson professional range, at least, you can use ColorBase (Michael did a review on it years ago when it first came out -
https://luminous-landscape.com/epson-colorbase/ ). This will allow you to essentially do a software linearization. You could even use it to modify an existing driver media setting to deal with a third party media, but I suspect it would need to start pretty close. You can, also, get a technician to do a firmware level colour adjustment on the printer, but that's hardly the sort of thing you want to be doing regularly.
For ease, broad media applicability, consistency, ease of single(ish) workflow, and other factors, I prefer the ICC workflow, but the printer manages workflow is entirely feasible, effective, and produces great results if you use it properly.
