Mine is the same way. My research shows that the trim stirs down the side were part of what gm called the protection package. It wasn't popular here, but those trim parts were standard on the regular trucks. It's a bit strange. Anyway, I like not having them... Other than it gets more door dings this way.
My Avalanche is the EXTREME WBH...lol A lot of the WBH models would still have the door molding strips and/or the fender flares, but as you can see in the pics, I don't have any of that, and that is how it came