Did we do something wrong here?
No, you did nothing wrong. If servers can be upgraded, then adding a second CPU is simply a feature that you have not exercised. Who cares what other people say? If the system is running fine without any issues, if anything you've saved yourself a few bucks and a little bit on the electric bill. You should be praised assuming that your servers don't need the extra CPU and everything is running smoothly.
Should this chip always be used in a
dual-socket configuration?
All CPUs can be used in anyway they're designed to. If you have just one in place and it works fine, don't sweat it. Both Xeons and Opterons are built for this.
What's so bad about having only one?
Absolutely nothing. I ran 3 servers for a small office of about 30-40 users all running just one Opteron CPU each. I didn't need to get dual CPUs for each server. The load wasn't that much so why spend more $$$ and consume more electricity when it's not needed.
And why did Dell allow us to buy a
PowerEdge SC1435 from them with only
chip installed?
Rule #1 in business: if logic/reason cannot explain things, it always comes down to money. Actually, in Dell's case, it's always good to offer consumers options. Granted too many options and we become unhappy as they're are too many permutations of purchasing just one thing. This book explains why.
I'm really confused why so many places
would seemingly list this as an issue.
Unless you're running a huge database cluster and need every single ounce of CPU horsepower for ETL, CRM or what have you, there's really no negative points on running a single CPU if that's what's needed. If applications, file servers, email, whatever are all running smoothly and capacity is not an issue, what's the point of adding more muscle when it may not be fully utilized?
Now, if you're looking to vendors for advise on running things, then you're simply getting the sales pitch. Always be weary of the source of information and their goals.
In fact, I'm going to go out on a limb to say simply don't listen, believe or give credit to others when they don't supply any real reason, logic or some explanation as to why they believe what they believe. This rule can be applied anywhere so don't fret on what people advise or say without any reasoning. No reasoning or logic, just dismiss it as noise.
I've run Opteron systems for work and at home. As CPUs they're great as they're usually cheaper then their Xeon counterparts and usually use less electricity. In my eyes, adding another CPU to a system "just because" it would be silly not to is poor logic. Poor logic is never good reason to do (or not do) something. You're doing just fine in questioning this line of thinking. All you need is the confidence to follow through on your logic/reasoning.