It is appropriate to have missing calendar days for the pre-merged sectors. You should actually find that most of the sectors only have certain days each month. The reason is that emissions processing utilizes redundancies in the temporal patterns of emissions to gain efficiencies in the process. The most extreme example would be a category (commercial marine may be an example) that has a flat temporal pattern throughout the year (same emissions every hour of the year). In that case you would process only a single day of emissions, and then reuse that single day for every day that you simulate with the air quality model. Otherwise you could see how you would end up with 365 files that all contain the exact same information, it would be a waste of space and processing time.
The SMOKE merge program Mrggrid works out how to merge together all the different temporal configurations of the individual source categories in order to create a single emissions input file for every day of the year.
You can dig into the SMOKE and 2016beta platform documentation on temporal processing to learn more about the details of this approach.