My mistake for calling it a lockwasher to begin with =)
Below is a reply I recieved through email from Sheldon Brown regarding the washer:

"I don't see this as a "safety" issue. I wouldn't worry about the
lack of the keyed washer. As long as the locknut is nice and tight
it should be fine. The main disadvantage is that you need two
wrenches to adjust it.

Even if the headset should loosen up it's not a big deal. When I was
a kid I used to ride a bike where the headset was always loosening
up, and I'd just tighten it by hand. Never caused any handling
problems.

All the best,

Sheldon"