Theory 1. Royal guards turn out to have no cutie marks at all, They did not succeed in in finding their special talent.
Theory 2. They are bred to have no cutie marks (seems a little weird though)
Theory 3. Trollestia had Pinkie Pie experiment with the matters of a pony having no cutie marks, none of the experiments have proven to be conclusive so far for an unknown reason, however, cupcakes from ponyville have gotten tastier with pinkie's new 'secret ingredient'.