I know mold spores aren't "ninjas," but I think it's plausible that they could make it through the twists and curves of a dry airlock.
Consider, for example, the changing air temperature. I keep my carboys in my basement, and our house is on a programmable thermostat. That means that at different times of the day, the furnace kicks on and heats the house up, but at night it lets the temperature drop a little cooler.
Now, if my carboy has been warming up all day, then at night the furnace goes to sleep and lets the house cool down, my beer is going to start cooling. As the air inside the carboy cools, it contracts, creating a slight vacuum. Since it's not sealed airtight, it seeks to equalize pressure with the surrounding environment, and the way it does that is by sucking air in through the (dry) airlock. It seems quite possible to me that the air being sucked in could easily carry dust and mold spores with it, into the beer.
It's the same reason we take the airlocks off our carboys when we move them into the fridge to cold-crash. If you don't, then you end up with a couple onces of Star-San getting sucked in through your airlock, into your beer.