They could have run it without oil for a long time, and just worn down the bearing. I would be surprised if you don't find any pieces inside the engine as you continue dismantling it.
Keep in mind that the previous owner may have done some funny shit to the car that he didn't tell you. If there is no bearing, that rod might have enough slack in the stroke to get closer to the head than normal.
As for the rod caps, that is 100% factory on Gen2. Mazda used some kind of fracture flange, I forget the name, to keep the rod caps from getting mixed up. The caps should bolt back on to the corresponding rod, but just one way, they can't be flipped or swapped.