Did/does the Burroughs estate have any high grade copies that haven't surfaced?
I don't know for sure that they still have one, but t hey certainly would have at one time.
Also, something to keep in mind is that these when these change hands it often happens behind the scenes. When collections come up sale, keys will often be cherrypicked ahead of time. The old pulp collectors often get really secretive about what they own.
On a side note, I know of far more copies of the ToA All Story than the Return of Tarzan New Story issues - the 2nd appearance of Tarzan. And even on non-Tarzan issues New Story is much rarer. Also, it has two N. C. Wyeth covers.