Only Adobe and Adobe licenced products are able to create brand new .PDF documents from a scan job. Using a 3rd party scanning software such as the default MS Scan Wizard will not have the ability to create .PDF. The HP Scan software (HP Solution Center) that comes with the Full Software Solution for your model should be one of those applications unless they lost the licensing to do so on Win8 (that would be news to me). You might want to contact HP and ask them to investigate for you.
Here is the only info I can find for scanning on Win8 for your model:
According to the document linked above there should be a way to add pages to a single scan job. There should be a + button somewhere within the HP Scanning software.
If your scan application is not able to create PDF then it is not able to create PDF. Simple as that. You need to either find a different scanning application that can or create raw image files and combine them with a PDF converter as you have already discovered.