What are the implications of a MOSFET not listing switching losses in the data sheet?
It implies that there are too many variables, so they won't guarantee that you get a certain performance.

The main variable with switching losses is the speed at which to turn it on/off and the frequency of switching.  The speed of switching will depend on how much current you can drive the gate with, the inductance of the traces and pins, and the capacitance of the gate itself.  

Of those variables, it is only the gate capacitance that is under control of the MOSFET manufacturer and so it is often just the gate cap that is listed in the datasheet.  

Basically, for all MOSFET datasheets it should say:  "Switching Losses:  Your Mileage May Vary (typ)".