I came across a couple of paragraphs in an English exporters catalogue that may explain why some items, religous ones at least, are not marked as expected.
Extracts from Tariff Act 1930 (USA)
Paragraph 1773.....Regalia, where specially imported in good faith for the use and by the order of any society, incorporated or established solely for religious purposes, and not for sale, are free. The term 'Regalia' as herein used shall be held to embrace only such emblems as may be worn upon the person or borne in the hand, during public exercises of the society or intitution.
Paragraph 1774....Alters, pulpits, communion tables, baptismal fonts, shrines or parts of any of the foregoing, and statuary imported in good faith for presentation (without charge) to, and for the use of any Corporation or Association organised and operated exclusively for religious purposes, are free of duty.
So presumably if articles such as these were free of duty, then the 'Made in' stamp would have been omitted, saving the risk of damage to such articles that may occur with such stamping.