I also live in South Dakota and my neighbor, and myself have both plugged two air filters this winter
I found my grill cover all wrapped up in plastic behind my left rear seat, and it was a "n/c" on my invoice details. Being curious after all these posts, I just went to this site and configured a 2010 (!) truck like mine:
ProFleetSales.com - Build & Price
and found this stated there:
"*Includes winter front grille cover in AK, CO, ID, IA, ME, MI, MN, MT, NH, NY, ND, SD, VT, WI, WY* "
and also this:
"ENGINE BLOCK HEATER
*Standard in AK, CO, IA, ID, ME, MI, MN, MT, ND, NH, NY, SD, VT, WI & WY. Optional in all other states.* "
Don't know if this applies to any other year, but for 2010, SD is on the list.
edited to add: Apparently the grill cover was added as standard in 2008/Job 3 according to this writeup:
2008 models: what does Job 1, Job 2, and Job 3 mean?
much later edit: note that 2011s apparently do NOT come with grill covers in any state