Interestingly, only three sgian dhub visible in the above pictures, although a couple might not be positioned for optimal visibility of SD. Optional or just left out of the pictures for artistic license.
As I understand it, the sgian dubh was just starting to come into fashion when those portraits were done. They really didn't "take off" as a Highland accessory until the late 19th century or early 20th century.

If you look back at older portraits from the 18th century, you will see no sgians dubh at all.