Maybe they couldn't implement it in gameplay because Roy was added late into development like the other clones.I'm not sure if it's been specifically said why. It could be because of a bug... Although, when I see Roy in that unused screenshot, the scabbard's pointing downwards, and if you compare it to his trophy where he's taunting, you can see the scabbard shift position. I'm sure the scabbard's intended to move in-game when he taunts. So, perhaps a reason why they dropped the scabbard was because they didn't have enough time or resources to program it in-game? Or maybe it's the same reason why Roy doesn't have his scabbard in PM (whatever reason that may be)?
Well, I think it would be nice to see Roy have his scabbard in-game this time around.
That, or they just couldn't make it work out for whatever reason. Still, it would have been cool to see him with it.
And I think the PM team said they didn't put the scabbard because there would be file size and clipping issues.