Hi Ruth,
I think you would get the best answers re-asking this on the Salvia forum. There's a few knowledgeable salvia lovers over there. I suspect they may be varieties that are sterile or harldy make seeds, and will not come true from seed even if they do. Salvias that make seed seem to do so in large quantities so that is why I suspect sterility, but of course I could be wrong : )
Remy

I grow Mystic Spires and love it. It is a hybrid, so I have never tried to save seed, assuming they wouldn't come true. It's very easy to root cuttings from it though.

Hot lips rarely set seed and if they do, they do not come true. This is what I have heard. I grow S. hotlips and I have never seen seed on mine either. It grows from cuttings very easily. I have seen seed on the indigo spires at the store neer by me on their display plant. I have heard the indigo spires does not set seed. How about that for conflicting info.