My vote goes with Kelly and Dave. My guess is a guard to protect the cylinder cocks from wandering rocks. Some of the guards have holes or slots to allow the cylinder cock lever to pass through it, but this type of linkage does not need a support on the front, and having a support would probably prevent the front cocks from closing as the lever needs to be free to move up and down as well as back and forth. A few of them had a "support rod" tied to the back of the pilot beam to prevent the guard from folding back. Some K27's (463 is one) had cylinder cocks tucked back under the cylinders like the bigger engines and wouldn't need the guards.
But, the head covers are easily mangled on rocks and easily replaceable. If an inside cylinder cock engine mangled a cover and there was a K27 in the shop that didn't need its cover for a while, shop guys would have no problem with borrowing one.
As 451 had one on the Alamosa deadline in 1937, I guess this was a "old fix" to the problem.
456's appear to be made from angle iron. I love the groovy little plows some apprentice welder made up for the 464! I wonder how they attach. I guess they weren't too sucessful!
Locomotives with pilot plows had strap steps on the sides behind the plow. The front of the strap attaches to the plow, the rear is bolted to either the pilot deck or the running board steps.
Note the pic of 454 on the back of the "Mudhens" book. You can see where the guard has been removed from the head cover.