The only argon glow lamp I know of is the AR-1 lamp, which was really only used as a small UV/blacklight source with a high purity glass envelope, never as an indicator. If you can indeed strike a discharge in argon with 120V, why was this never incorporated into small scale neon bulb style indicators?
Also, if you added mercury to a normal neon/argon penning mix indicator lamp, wouldn't that make it brighter/more efficient (and blue)? Why was this never done?
Because it will be dim. Low pressure Ar discharge emits significant part of its radiation in near-IR, useless for indicator application. UV generating efficiency is also mediocre, so practical phosphor indicator lamps usually have something added, like mercury or xenon. Adding mercury to phosphorless Ar lamp will make it somewhat brighter but not as bright as wanted for an indicator lamp, cause most energy of low pressure Hg discharge is radiated in UVC. Think of what you see in a germicidal lamp. Clear Ar + Hg are often practiced in sign tubes, BUT you not always need a sign tube to be blindingly bright, instead often the opposite!