I'm not sure if this happens with newer HTC stock software versions, but it used to be that apps that were pre-installed (Gmail, Facebook. . .) weren't shown in the market as being installed. It doesn't cause a problem because the first time you install them from the market, it upgrades the existing and creates the market link so you receive future updates.
The Gmail app itself is on the stock ROM. You confused me a bit with the "bloatware" comment.
Go ahead and update your Gmail. It will create that market link and you'll see it for future updates.
Since we're talking about Gmail, am I missing anything by plugging my gmail account into the normal email account? The actual gmail app on my Hero sucked, and never showed an updated "new mail" count. Have things gotten better, or is using my regular email app sufficient?