It’s just evidence that the gun was made and assembled all in Germany. An assurance of quality, but not necessarily proof. And yep, more desirable if like new with original box and paperwork. But in my opinion they are just great guns to own and use, but so are the U.S. assembled German guns. I carry and shoot those more.
Just remember that having triple matching serial numbers is not necessarily evidence that a SIG was made and assembled in Germany as demonstrated by all of the early P229s with triple serial numbers that were assembled in Exeter from German frames and barrels and American made stainless steel slides.
The German proof marks like on the P229 that 12131 posted is the real proof
that a SIG was made in Germany.
As for the early German made two-tone P229 SLs the ones I have heard about were not purchased in the U.S. but in Germany and individually brought into the country.