Yeast need oxygen to begin development and to multiply to great numbers. They multiply faster and better if oxygen is present. I know you can't, but if you could somehow remove all oxygen from the must, not do a yeast starter, but sprinkle the yeast into that oxygen free must, pump off all the oxygen above that must, and keep the must oxygen free, the yeast will not develop properly or in great number. The result will be a stuck fermentation and/or a huge H2S problem from highly stressed yeast. (Again, I know; this scenario is not possible in ordinary circumstances.)
During what kit makers refer to as primary, oxygen is present (aerobic) and assists the development of the yeast, as explained above. You can think of this as the aerobic alcohol fermentation phase. During this phase, one can usually get away with sealing up the fermenter because the must is going to naturally have lots of oxygen in it already. Especially with kits, one has to do a lot of stirring to make sure the must is well mixed with the added water. This insures the must is loaded with oxygen. (The reason why I always stir my wine all during primary alcoholic fermentation is to make sure there is enough oxygen for proper aerobic yeast action. may not be necessary, but - just to be sure. Do I HAVE TO? Probably not.)
When the SG gets down to about 1.020 to 1.040, the kit makers have you either transfer the wine to a carboy and add an air lock, or have you snap down the lid on the fermenter bucket and add an air lock. The idea here is to begin restricting the access of oxygen (anaerobic) to your wine. This is for the benefit of the yeast, as well as for the wine - to slow oxidation. You can think of this as the beginning of the anaerobic alcoholic fermentation phase. During this phase, yeast multiplication lessens significantly (not enough oxygen) but not entirely.
This is not exact, but it makes the point as to why the air lock is necessary at SG 1.020 to 1.040. If you don't restrict oxygen at this stage, the yeast will continue to work, but all the nice things that they can impart during anaerobic likely won't happen or at least they will be less.
The idea of the second phase of alcoholic fermentation being referred to as secondary fermentation has always been a question for me. If you speak to many pro wine makers and ask them what is secondary fermentation, most will likely say it is MLF.
Those Beaujolais Noveau Wines, which are alcohol fermented without the presence of oxygen, is another matter. I can't say how they get away with it, but I doubt there really is any method for removing ALL oxygen, 100%, but I can't say this as a fact. Whether or not one likes this wine, considering this is a special wine, which has its unique flavor profile, one might use this as an example of how a wine turns out when it does not go through a true aerobic phase.