Threadless is so easy to service, needing only a 5mm hex key, that there's no reason not to check out your suspicions. In case your bike has a loose ball headset, raise the stem about 1/4", then keeping the fork up into the frame turn the bike over and lift the fork to look at the bearing. This way the cups will keep the balls in place. If the headset needs work, continue working upside down if it has loose balls, otherwise it doesn't matter and you can wok whichever way you're more comfortable.

When you put it together, consider putting a wide rubber band (cut inner tube, or a broccoli rubber band, Andy Boy is best) over the lower bearing to cover the gap. It won't make a seal, but is a very effective deflector or dirt and water kicked up by the front wheel.