What do you think the reason for this is? I know Rheem at least says you should always have one in the drain line. But then they don't say anything about putting one in the aux, ie overflow line for the coils. And even if you did put one in there because it's only for an overflow, the trap would soon dry out. Hence, if you have one drain line that is open, why not two? Also, some installs I've seen they put a trap in, others none. More common is none from what I've seen.
My thought would be they would be most concerned if the drain line was routed to a sewer drain, which makes sense. Other than that, the trap would prevent the loss of some conditioned air.