Thinking about it a bit more, with a temperature limiting device behind the access panel, there wouldn't necessarily be the regular location for a pressure relief. It could be in the line as long as it is between the tank and a shutoff valve. It wasn't there. Plumber messed up.
Many heaters come with them pre-installed. They are very expensive, maybe $10 so he was saving money or stole it to put on his own heater. ;-(