I have had no problems assigning a GUID to a device using WinUSB. My devices always get the GUID specified in the .inf file.
First thing you should do is open up regedit and surf to
HKEY_LOCAL_MACHINE\SYSTEM\CurrentControlSet\Enum\USB
Look for the folder corresponding to your devices VID and PID and open it. Then open up the subfolder under that and look for another folder called "Device Parameters" and open that.
You should have a key called "DeviceInterfaceGUIDs". Note the "s" at the end. That's what I use and it works. And this key should contain your GUID. If it doesn't, that means your .inf file is probably not set up properly.
If you post your .inf file, I will check it out for possible errors.
Wow, I am so sorry, just after posting this, I took a look at my device enumeration code and found I've completely mis-remembered this stuff which I did about 2 years ago.
I've assigned a device class GUID to my devices, and I look for all devices with my device class GUID, which gets assigned properly. Then I iterate through the usb device paths and crack them apart looking for a PID part match. That's how I find particular devices that I make.
So you are completely right about the Interface GUIDs in the .inf file not working. Sorry.