I was surprised by the same thing when I received my 556e last year (no pick guard). At first I was really nervous about it. After playing it almost every day, I have come to realize that I don't need it. I think it is cool that Taylor will send you one for free, if that is true. Their customer service is top notch, so it certainly would not surprise at all. I have grown quite fond of the look without one, so for now it will stay that way....
Congrats on the new guitar, I know you will LOVE it. The Taylor 12's are so easy to play, and sound so full. Excellent purchase!!!
MJ