It's a fine musket, one I'd be pleased to own. People who haven't delved into the subject of proof marks tend to project more modern practices into the past. At the time that gun was probably made, proof was not a legal requirement outside London and its immediate surrounding area although most guns were proved because the customers demanded it. Proof was never required for export arms in the flintlock era so, while most export guns were proved, many weren't. Since there was no US equivalent to the British proofing system, selling guns in America without proof marks was not difficult. Pistols with no proof marks are often identified as American when they are conventional export guns that never passed through the proof house, be it private proofs, Tower private proofs or London proofs.
So, a completely unmarked export gun is perfectly possible. It may even have been preferable if the American dealer who ordered it wanted to create the impression he'd made it.
I have the identical sideplate on a Birmingham-made Volunteer musket marked with a Scottish gunmakers name. In fact, aside from the lock, it is nearly identical to your musket.
