You are right.... some HP workstations have the ability in BIOS to have NumLock enabled or disabled on startup, but there also are operating system approaches to this, and even some registry hacks (which I like to avoid).
In my experience the xw and Z workstations come from HP with NumLock disabled by default in BIOS, and I need to use it for programmed NumLock HotKey purposes, so I always turn that BIOS option to On. Here is the navigation for those workstations:
F10 into BIOS\ Advanced tab\ Device Options\ Num Lock State at Power-On\ On\ F10 to accept\ Save Changes and Exit\ F10 again to save.
Check out this link, and note there are several different approaches on the OS level to try, sequentially.
Please get back to us on which worked, if any. LINK