Of course, if you read this thread long enough, you'll hear from several owners who don't feel that missing the screw made any difference in tone or performance. I dunno…
I've heard/read the same thing. Mine was missing it, and after some searching I was able to locate a used bridge that had both the set screw and the plastic 'plug' (for lack of a better term) that went under the set screw. Got it all into mine, and... well... not sure how much difference it made. Nothing that I can hear at least.

I don't think I've ever seen a purple SB-1. NICE.