Hang on a minute ...

"Even though the IDENTITY property is intended to be used for key columns, SQL Server will not automatically generate a constraint to enforce the uniqueness, so duplicate values (caused by the methods above) will not be banned from the table. SQL Server will also not automatically create an index to speed up access based on the IDENTITY value (though it will do so when you add the PRIMARY KEY or UNIQUE constraint to enforce uniqueness of the IDENTITY column, as it does for each PRIMARY KEY or UNIQUE constraint). "

the question asked if SQL server had an efficient way to query records, not if it would use that method automatically!