It's somewhat mystifying to me that Robert Louis Stevenson chose to introduce a-moral as a term for the neutral ground between moral and immoral, given that people had been using unmoral in much the same sense for more than four decades before he wrote and published "A Gossip on Romance" in 1882. First to be published is this instance from Frederic Myers, Catholic Thoughts on the Church of Christ and the Church of England (by 1841):
The obvious and sufficient reason why we may not judge unfavourbly of the Wisdom and Goodness of the Supreme Will from the numerous instances which we have of incomprehensible evil and misery which exist in the world, id this, that we are not in possession of the whole case, and especially not of its end, and the allotments of a Future State may not only rectify those of the present, but may absolutely require the present condition of things as Discipline or Developement, or otherwise : the disorganisation and imperfection of the unmoral part of the universe may form some introduction to a nobler state which the Unknown Future may disclose, and all the sorrow and the suffering of spiritual natures may be as necessary for their immortal education, as exercise and effort are for their mortal growth.
From a review of Thomas Arnold, "Inaugural Lecture on Modern History [delivered at Oxford, December 1841], with Appendix," in Eclectic Review (April 1843):
Dr. Arnold endeavours to evade the objection, that his argument would apply equally to all other associations, by laying stress on the fact, that the State is the only one which possesses 'sovereignty,' and can 'influence and compel the actions of us all;' and, therefore, we should establish the dominion of an evil principle, in conceding that the State is an 'unmoral' institution. If this is to the purpose, it assumes the very point which is denied. By 'unmoral,' Dr. Arnold of course here means 'non-spiritual;' (for we also hold the State and every other human association whatever, to be moral,) and he rightly infers that it cannot be a non-spiritual institution, if it is to be justified in 'compelling' us as to spiritual matters. ...
By way of illustration, let us consider the case of a ship company, as that of the owners of the Great Western, who combined to build and store the vessel, and send her, duly fitted out, on a mercantile enterprise from Bristol to New York. Their avowed immediate and sufficient object is, pecuniary gain; and, therefore, in Dr. Arnold's view, it is an unmoral society and not bound to unite in common worship, or to refuse Jew and Parsee shareholders; while, as it does not possess the power of religious compulsion, (i.e. the right over life and death,) it can be thus unmoral, without becoming immoral.
From Francis Newman, A History of the Hebrew Monarchy from the Administration of Samuel to the Babylonish Captivity (1847):
It is a striking illustration of the intensely Jehovistic but unmoral spirit of the book of Chronicles, that it records Saul to have been slain and his dynasty to have fallen, not because he massacred the priests, (which morally, politically and religiously was the true reason,) but, "because he inquired of a necromancer and not of Jehova." (1 Chron. x. 13.)
From "The Nature and Functions of Conscience," in Lowell Lectures: On the Application of Metaphysical and Ethical Science to the Evidences of Religion (1849):
Human nature is essentially moral, and we can no more put off, or lay aside, even for a time, this attribute of our being, than we can discard reason and take instinct in its place. There are immoral men who hear the voice of conscience, but heed it not ; but there is no such thing as an unmoral man, to whom conscience speaks not at all. At any rate, no such being can be found out of a mad-house ; and even there, what we see is not so much the absolute privation of the rational and moral faculties, as the awful spectacle of reason and conscience alike in ruins.
Another interesting early use of unmoral appears in Marian Evans's (George Eliot's) 1854 translation of Ludwig Feuerbach's The Essence of Christianity:
A merely moral being cannot forgive what is contrary to the law if morality. Tht which denies the law, is denied by the law. The moral judge, who does not infuse human blood into his judgment, judges the sinner relentlessly, inexorably. Since, then, God is regarded as a sin-pardoning being, he is posited, not indeed as an unmoral, but as more than a moral being—in a word, as a human being.
Still, there's no arguing with success, and the Ngram chart for "an amoral" (blue line) versus "an unmoral" (red line) across the years 1800–2000 shows an almost total victory for "an amoral" over the years between roughly 1950 and 2000: