Worried that I read the specification wrong, but I think it says that DEPTH_STENCIL_TEXTURE_MODE is texture state only (i.e. not sampler state, looking at table 23.15 vs 23.18 is how I think this).
At any rate, as a convenience, make DEPTH_STENCIL_TEXTURE_MODE also sampler state. As a side note, yes one can do the TextureView thing, but the sampler methodology seems much nicer.
Along those lines, why are not TEXTURE_COMPARE_MODE, TEXTURE_COMPARE_FUNC, and for that matter all the SWIZZLE's too in sampler too?