With all the 'non-answers' and "shoulda's" that you received, I almost got lost in your original question. So, I will try to give you factual answers and not 'personal opinions' (after all this is not the 'personal opinions forum, is it???)
As for the lack of a 'walk-thru inspection', it is the LANDLORDS responsibility to arrange this per Missouri Revised Statute, Chapter 535, Section 535.300:
"4. The landlord shall give the tenant or his representative reasonable notice in writing at his last known address or in person of the date and time when the landlord will inspect the dwelling unit following the termination of the rental agreement to determine the amount of the security deposit to be withheld, and the inspection shall be held at a reasonable time. The tenant shall have the right to be present at the inspection of the dwelling unit at the time and date scheduled by the landlord."
Further, the same reference also says:
"5. If the landlord wrongfully withholds all or any portion of the security deposit in violation of this section, the tenant shall recover as damages not more than twice the amount wrongfully withheld."
To see the other requirements (30 day return/report of deposit, what he can and cannot deduct for, and that your deposit cannot exceed two months rent), click on:
http://www.moga.state.mo.us/statutes/c500-599/5350300.htm
Now, with all that knowledge, you should simply send the landlord a letter, certified RRR. In your letter, state that the landlord has broken the law and that you can sue and recover TWICE your deposit amount. Demand that he refund your FULL security deposit within 14 days, or you will start legal proceedings to recover your damages in accordance with the Missouri Revised Statutes.
Also, you might include (not needed, but could be helpful), the following:
1) detail the date of written move-out notice you gave
2) the fact that you completed the full term of your lease,
3) the fact that you left the property in good condition as confirmed verbally by the property owner.
Now that you have the might of the law... use it!