Yea, what he said. I've dealt with several headsets in the past few years, a few that came installed in bikes, and a couple new ones I've purchased and installed. I've never seen a "seal" other than the fact that the bearings are sealed cartridge bearings. Two recent FSA headsets I've installed have what looks and feels like a rubber O ring imbedded in the cone spacer, which forms a good seal with the steer tube to keep water from trickling down there, I guess.

By the way, one reason Orbea doesn't know is that they don't actually make the headset. See if you can identify the headset (common names are Campy, Cane Creek, and FSA in the OEM bike market.). It could actually be that Orbea varies the brand of headset they use depending on supplier issues. The probably use comparable quality, and "standard" (i.e. IS, EC, ZS), but may vary the supplier. Therefore, the guy doesn't really know. The various comparable headsets will have similar specs, and mostly similar (and interchangable) parts, but some may have seals others don't etc.

If you can identify the brand, either look at their installation documents online (which usually also include an exploded diagram showing all the little parts), or call that company and ask them.

But again, if you bought that bike new, and it came with the headset assembled, I would have absolutely no reason to think there are seals missing. It could very well be that the LBS guy happens to be familiar with a headset that does have seals and therefore thinks all should have them. A little knowledge/experience can be more dangerous than none!