Remember that a yarn over doesn't use any stitches. It's just yarn wrapped once around the needle, then you go one with the next stitch. When you knit (or purl) a yo through the back, it tightens the stitch to minimize the hole. There's still a hole there, it's just smaller. The sample they're showing may have been washed, blocked or otherwise messed with, which will tend to even out tension and hide small holes.
If you really don't like the look of the holes, you can do a make-1 increase. There are several ways to do those, some of which are nearly invisible.