it's possible, with regard to the explanation as to why no dust cover, that the dust cover supplied, if it in fact was supplied, was binding when assembled and they (the LBS) just left it off. could be that the headsets that came with the bike to the dealer unassembled, were packaged wrong at the factory, maybe with the wrong dust cover or maybe no dust cover at all. stranger things have happened.


btw, the FSA headset in the link supplied by IthaDan has a plastic compression ring that is different from the pics the OP has shown. neither has a dustcap, but the one from the Ebay pic looks more finished with the plastic compression ring. FWIW. which is about bupkiss.