So, I called my dealer and complained I was missing more parts (See:
Missing underside parts) and he agreed right away to get the cover and install it for me (2.3 engine). He indicated the vehicles have been coming in without the covers but if any client complained they were adding it as a goodwill gesture (I read in the Aviator forum that Lincoln is actually paying for it under warranty). Good on the dealer if they are paying for it! In any case I'll be getting it. I'm going in on the 26th for some other things and if it is in (he doesn't think there are any delays on getting them) they will install it then.