You are correct with respect to -margins-, but not -lincom-. -lincom- has an -or- option of its own. If you use it, -lincom ..., or- will calculate an odds ratio (or ratio of odds ratios as the case may be, for you, and this is true regardless of whether -melogit- had an -or- option specified or not. But if you do not apply the -or- option in your -lincom- command you will get linear combinations of coefficients--and, again, this is true regardless of whether -melogit- had an -or- option specified or not.
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