Ha-ha! Just got to the bottom of the problem.
There are 2 models of the GTX 960 WindForce 2x OC 4GB - one has the product code GV-N960OC-4GD (the card I have), the better card has product code GV-N960WF2OC-4GD (apparently). The better card has zero-fan mode and looks to be better supported with BIOS updates. This smacks of dumping an inferior product to market by using exactly the same name (but different IDs).
Congratulations, Gigabyte, you just lost a wealthy customer - forever!