For what it's worth, I asked that same question when I picked mine up from Pete. If you look closely, it is actually finished, but with a satin finish rather than gloss. I don't know which models get gloss and which ones get satin, but I actually like the satin finish on the natural headstocks better - it looks silky smooth.
Out of my three balls, two have matching headstock and one does not, my Luke, the matching headstock have a high gloss finish and the Luke has a light satin finish almost not noticeable.