That behavior is correct. On Macintosh Plus or earlier Macintoshes, the
Startup Device module of the Control Panel does not appear while running System
6.0.X or earlier, nor does the Startup Disk control panel appear while running
System 7 or later. The SCSI firmware is different on the Macintosh Plus and
does not allow for the same flexibility that later Macintoshes provide. The
SCSI device with the highest SCSI number will be the first device to boot (note
that an internal hard drive will take SCSI ID 0, while the Macintosh itself
will take SCSI ID 7).
For more information, see chapter 18 of "Inside Macintosh Volume V,"
specifically page 325.