You're right, and it's not hard to make one. I made one somewhat
similar to Jeff's using an old ground-down jigsaw blade instead of a
pin - see details below. The brass LV one mentioned above looks nice,
though - I might have gotten that one if I'd seen it before making
mine.
I made my own marking (cutting?) gauge from a piece of 3/4" baltic ply
cut into a nice comfortably curved shape, with a hole in the middle
like a donut. I countersunk a square nut inside the hole so I could
put a thumbscrew through the outside into the hole. Then took an oak
dowel, flattened along its entire length, and put it through the hole,
with the flat side facing the thumbscrew. Took an old jigsaw blade
(any piece of good steel would work), ground off the teeth, and
sharpened an angled bevel on one end. Drilled a series of very small
holes in the dowel, parallel to the birch ply, and going through the
flattened edge, to accept the blade, and pushed the blade through, with
the bevel facing the ply piece. The thumbscrew holds the dowel in
place, and the ply keeps the thing parallel to an edge. If the bevel
on the blade faces the ply piece, and if the blade is mounted at a
slight angle, it will pull the ply piece towards your workpiece, so it
doesn't wander. I'm sorry this description isn't clearer - let me know
if you want me to try to re-explain it. At one point I found some
illustrated plans for making your own marking gauge online, but I can't
find them now.
Good luck,
Andy