They have clearly visible seed pods which then split open into 3 sections and scatter the seeds. They don't blow away. I don't know why yours have none.

Here is a link that might be useful: Violet seed pods

The seed pod can sometimes stay on the plant for quite sometime without opening up. If you look at your viola a little closer you may see something that actually looks like a bloom about to produce well that is the seed pod. I like violas and in my garden I notice that sometimes they do not disperse their seed till later in the season. If I get a cold snap the pods will sometimes start to open. Funny thing is that you can sometimes actually hear the pods releasing their seeds. The pod will open up and resemble the picture like flora shared, then they will shoot themselves out of the pod.

I have several plants now that actually have a pod on the them if you want to see a picture of them just let me know and I will get you a few shots.

For me I just dig them up and transplant them as I have never seen any seeds either, but if they are in an area where they can they will spread with no problem. I have problem areas in the yard where nothing likes to grow like along my shaded backyard against the house and they seem to love their new location. I just take them at random so they can still be in their old location to spread there also. Watch out if you plant them in your flower bed they will spread quickly and they are tough plants that enjoy shade.

Maybe this will help you guys. I took the shot while it was raining. You have to actually lift up the leaves to see the seed pod but here is one that hasn't opened up yet.

{{gwi:244448}}

If you need a better picture just let me know and I will see if I can try and take one.