mine didnt come with a zetec s badge either, and its one of the last 2011my models that was built in june just before the 2012's began in july!
it does give it a cleaner look (i was just getting used to liking not having a TDCI badge!), but i did have someone ask at silverstone if my car was just standard and whether i'd put my own bodykit on . brilliant.
P.s Fez123 have you still got your Arnold Clark sticker on? Get rid! :P