When I asked our DB designers why our Fact table do not have a PK, I was told that there is no set of columns in the table that would uniquely identify a record, even if all the columns were selected. Whenb I suggested that we an an identity column in that case I was told that "I'd just be wasting space and that it wasn't needed."
My feeling is that every table in the source system should have a PK, even if it is an identity column. Given that the data warehouse (DW) is a recipient of data from other system-how would I otherwise be able to ensure that the data in the DW accurately reflects what is in the source system if there is no way to tie individual records? If you have a runaway load program that screws up data and has run for a week, how would you reconcile the differences with a live transaction source system w/o some sort of unique constraint to compare?