Good point. Technically speaking they come pre calibrated so they have been wet before. So they should be kept wet. But like you say, when I got mine it was bone dry. Maybe isn't such an issue with such a "cheap" probe. We are taught never let a pH probe go dry. Basically with the lab ones, the solution inside them evaporates and the sensitive electrode dries out.
I wouldn't worry with these ones. I've never even rinsed mine, test then put lid back on with it still wet. It's never gone out of calibration yet and had it 2 months.