The only Discovery I'm aware of that came to the U.S. without sunroofs is a select few D1s, but those are really rare.
I had a Discovery 2 and if you ordered it in SD trim (the lowest model) you didn't get sunroofs which is a plus. You can always add sunroofs and the aftermarket sunroofs didn't leak like the factory ones did for the 2's. The other thing that it didn't come with was armrests which was a horrible.
I personally think they don't put real sunshades over our roof windows and sunroof on the LR4 so that it distinguishes it sound wise from the Range Rovers. It would make the car more quite inside because there would be more insulation from road noise. I notice the difference in sound on other cars with solid sunshades over sunroofs.