With a flask I have always just put aluminum foil over the top. I'll take a stab at why no air lock. Since the starter is normally used when the yeast is most active the outward CO2 pressure keeps anything bad out so it only needs a cover so nothing falls in. If you don't use the starter right away, they say to just stick it in the fridge. A refrigerator isn't the most germ free environment so that doesn't sound smart but I guess the pressure keeps up until it has completely fermented out.
No reason not to use an air lock that I can see so if it makes you feel better, why not? For my normal batch size of 20 gallons I need to step up starters to gallons so I use a 5 gallon glass carboy and stick an air lock on like normal. Never really though about anything else.