1) If we found vague impressions in a "stem-scutellate", could we really be sure they were homologous?
2) Just because it might be preserved doesn't mean that most fossils preserve it.
Of course most don't.
3) Isn't there some osteological character that suggests the presence of an amniotic sac in embryos? I can't quite recall what it is at the moment, but I'm sure I've heard of something along those lines.
4) "Apo-Scutellata" would be available for the apomorphy-based clade, anyway.