Should I be worried if my broth or stock has no foam to skim?
Brief answer: no, you shouldn't be worried.

Slightly longer answer: you only should be worried if your stock/broth displays characteristics of unskimmed stock (i.e., cloudiness, particles, or odd color) and that bothers you in your particular application for the stock/broth.



Long answer:

There are lots of things that can reduce the amount of apparent foam, including:


Roasting, poaching, or otherwise cooking meats or bones before making broth/stock
Boiling the liquid (which will sometimes break up the foam before it becomes noticeable enough to skim)
Putting lots of floating items into the stock at the outset, especially vegetables that may absorb or break up the foam on the surface
Starting with warmer water and/or heating the stock quickly initially 
Different types of bones or cuts of meat will produce varying amounts of foam


With the exception of pre-cooking the meat, most of these won't actually result in less foam/scum in the final product.  They just will cause the foam to break up more and be dissolved into the stock/broth so it isn't as noticeable during the initial cooking and can't be skimmed easily.  (Boiling the liquid will in fact increase the amount of dissolved particulates, which is why many recipes insist on keeping the heat to a very low simmer.)

If you really want to skim the maximum amount of foam, then start with cold water, heat very slowly, wait to add vegetables and other floating items until after skimming is complete, and never have the temperature above a very slow simmer.

But ultimately the question is whether you should care about removing the foam.  There's an old question that addresses this point.  Very briefly, there are three main negatives when you don't skim:


Stock will appear cloudy and/or grayish.  This isn't a problem when you're making a hearty soup in the end, but if you plan to serve the broth alone or with minimal ingredients, it may be nicer to have a clear stock with a nice color.  (This can become more noticeable if you plan to refrigerate the broth/stock before using again.  The particles will precipitate out and form some grayish stuff, some of which floats near the top at the boundary of the fat layer and some of which will sink to the bottom.  These larger particles may not redissolve completely when reheated and may be more noticeable in a clear broth.)
If you plan on significant reduction of the stock to make a demiglace or something, the particles will be concentrated and may mar the texture and flavor of sauces made from it.  Most home cooks don't do such extreme reductions, so this is unlikely to be relevant.
Unskimmed stocks/broths tend to spoil slightly faster, and the dissolved particles will acquire an "off taste" a bit faster.  This is generally not a problem if you plan to use the liquid within a day or two.  (And, generally speaking, this is best practice for food safety: broths and stocks are excellent growth media for bacteria, even in the fridge, and should optimally be used or frozen within 2-3 days.)


If you don't care about these, there's no reason to worry, whether your liquid foams or not.  And if you do care about these, you can also clarify your stock afterward (e.g., with egg white).