Here's why and the way it works....
Just by the way, I also purchased a Speedmaster Day/Date (3523.80) from an unauthorized dealer, but with the serial numbers intact, for $1450 with next day air included. So it is possible to buy from an unauthorized dealer for a great price with the serial numbers. I make a point of doing this so I can have the watch serviced at an authorized service center. Albeit out of warranty and at a greater cost, but at least I know the people are going to do a great job and I'll get a new repair-center warranty good for a year or two.
Also, the serial number on that particular speedmaster, and several of the other speedmaster models, isn't under the 7 o'clock lug, but quite visibly placed on the brushed ring around the seahorse and "Speedmaster" logo on the watch's caseback. It's great for high visibility and easy identification, but it's something of a poor idea since if you change the caseback, you lose the external SN's.
Insofar as Omega not doing more to make their serial numbers harder to polish off, it would actually more likely than not hurt their sales. You have to remember that Omega isn't directly selling you the watch. Omega receives the same price from every reseller who buys watches from them in bulk. Whether you pay $2000 for your watch, or $1500, it doesn't make any difference to Omega, only the retailer sees a difference in profit. It's not like Omega makes a commission off of every watch sold. If Omega lost all the resellers who are buying bulk amounts specifically for sale in the gray market, not only would there be much fewer Omega's on people wrists, but as a result a lot less profit for Omega. Omega's only job is to warn people that buying from an unauthorized seller voids the warranty. Which produces even MORE revenue through out of warranty repairs by service centers and Omega in Bienne. It's not evil or anything, quite the opposite, because this way EVERYBODY benefits. Omega sells tons of watches, Authorized Service Centers make tons of money, authorized retailers make large sums of money from the financially well off, and ordinary joes like me support regular watch retailers as well as getting the opportunity to buy a fantastic watch (or several, in the case of people like me who've got a bad case of the Omega bug :) ) when I wouldn't otherwise be able to afford it.