The forehead mark on Hagoromo is the mark of his Sage Mode just like Hashirama had his mark in sage mode. I believe the greatest twist that will be in future chapter is when Naruto removes his forehead protector. Then, BOOOM, voila the same mark as Rikudo Sennin. Also, notice that the mark on the head is the same mark behind them, on the coat.
In fact, I have made many question about Hagoromo's Rinnegan. Obviously, his Rinnegan has nothing to do with having Yin and Yang because we have seen that Yin and Yang are actually different things that can be given to people just as he did with naruto and Sasuke. Also, we have seen that bijus have Yin and Yang as well. Just as the name says, could it be that the sage of the six path is the sage who mastered the six paths - that is by attaining a higher level of SM and becoming one with nature, he was able to master all the six realms of existence?
A yes to this question would make sense because nature should have all type of chakra and bloodline in it. Also, by obtaining DSM, Kabuto said he was the closest to Rikudo Sennin. Could it be that Hagoromo's Rinnegan is the consequence of higher level of Sage Mode?