K.I.S.S. The first law in railroading.
Cylinder cock protection it is. My vote anyhow!
Looking thru O'Berrys work, some engines have them and some not. Even some the wide cylinder patterned engines have them. But certainly not universal to the class.
At times it would appear that the west end power assigned to Montrose working thru the canyon or working on the Southern seems to show up with the item in question. But no way to prove it for sure.
They was more than one example of the protector bent up at the front bottom. Perhaps after backing out of small washin or slide?
Chris