Just pulled an Ed Gembruch SS dagger in decent shape, out of the woodwork here from a local San Diego family. Here's a quick shot. I'll post more photos as I am able.
I have noticed this anamoly also. What is the reason why some early SS ems were not stamped with a district mark? Except for the Chained SS, you would think that the SS and the RZM would have strict control on the distribution of these daggers to their designated locations. I would expect it on the later models when the RZM was in "Full swing" but on the early stuff?? another mystery of collecting.
In general ,the rarer the dagger, the less likely it is to have a Roman numeral distribution mark on the lower rear crossguard. Having said that, none of my Klass daggers has any mark and my K&M has a "I" and it is pretty hard to find. Go figure. No solid reason has ever surfaced for the presence or lack of these marks
Here are a couple of mine.
BEWARE - that trademark IS being faked, but the fish is fishy