I concur with Kodiak in regards to the kydex sheaths coming with both production and custom knives these days.
Most production knife kydex sheaths I've used can be rated only as "fair" or less. If I get a kydex sheath with a production knife that works "OK" - i.e. the knife doesn't fall out if you turn it upside down and you can unsheath/sheath the knife with 1 hand without jerking your pants around, I consider myself lucky. Sometimes I opt for a nylon or leather sheath option if available because I know I would be disappointed with the kydex sheath.
The quality of kydex sheaths that I have received with my custom knives have been all over the map. Some kydex sheaths are fantastic (like the ones that came with Bob Dozier's knives). Others, even when the custom knife is magnificent, just plain suck. One sheath I had that came with a great knife from a very famous and popular tactical custom knife maker (I'm not going to mention any names, especially considering he might have had his sheaths outsourced and thus didn't make the sheath himself) was by far the absolute worse piece of junk sheath I have ever had the displeasure of using. The sheath scratched up the blade pretty awful even after I cleaned it over and over again. Even worse, the sheath did not retain the knife at all and the sheath was designed to carry the knife tip-up. A knife from a different maker had the exact opposite problem - unsheathing the knife was like pulling teeth.
I've pretty much given up expecting knives to come with a good kydex sheath. If a knife is worth it, I get a after-market sheath from a kydex/concealex sheath specialist like Normark. That being said, SOG knives are still very good products, and any problems with their kydex sheaths should not be a deterent to buying a SOG. Most other knife companies and makers have problems with their kydex sheaths as well. You would think with kydex sheaths being around all these years that most companies/makers would have figured out how to do them correctly, but IMHO that is just not the case.