Consider yourself lucky. I'd rather have the threaded holes, any time.
But to your point: I just bought a Shelter 501 Mk2 MONO cartridge in Japan, at a store that had many versions of the 501 (both mono and stereo) on display. I was at first dubious or at least surprised to see that some of the Mk2 versions (mono or stereo) bore the notation "Mk II" on the cartridge body, and some did not. Likewise, the word "mono" was not embossed on all the mono cartridges. Further, there is now a Mk III version of the stereo 501, as you probably know. Yet "Mk III" was not written on the body of stereo Mk IIIs, necessarily. So I am guessing that the presence of the captured nuts is yet another production variability. I wouldn't worry, especially since the threaded holes are preferable, IMO. (I still haven't opened the box, so I don't know whether my Mk II mono will have threaded holes, or not. I expect not.)
But to your point: I just bought a Shelter 501 Mk2 MONO cartridge in Japan, at a store that had many versions of the 501 (both mono and stereo) on display. I was at first dubious or at least surprised to see that some of the Mk2 versions (mono or stereo) bore the notation "Mk II" on the cartridge body, and some did not. Likewise, the word "mono" was not embossed on all the mono cartridges. Further, there is now a Mk III version of the stereo 501, as you probably know. Yet "Mk III" was not written on the body of stereo Mk IIIs, necessarily. So I am guessing that the presence of the captured nuts is yet another production variability. I wouldn't worry, especially since the threaded holes are preferable, IMO. (I still haven't opened the box, so I don't know whether my Mk II mono will have threaded holes, or not. I expect not.)