In an ideal world we would want to drive the air with the lightest medium possible and that is where the "massless" speaker comes in. A massless transducer makes sound using only the air itself. This could be thermally, converting the air to a plasma, driving the air directly by electrons/ions from high voltage sources or from any other method that does not involve the movement of a solid or liquid and the transition from that to the gas (air).
You can quickly argue that none of these speakers are massless because air, ions, electrons and plasma have mass. Yes, in physics that is correct. You can stop here and disagree with the usage of massless now. Air has mass and weighs around 1.2kg per cubic metre. Plasma and ion charged air is similar. However, words often have different meanings when used in different fields.
Air is the medium in which we hear sound, you can't hear it in a vacuum. So when used in relation to audio, a massless speaker is one that has no mass in relation to air and the sound is produced with no added net mass.
These devices have the inherent benefit of having no moving parts. With all other loudspeaker designs there is a spring-mass-damped system that has inertia that must affect the sound and will always have resonant frequencies. In addition there is a solid to air interface which can scatter and absorb energy and add reflections to the overall acoustic system which is undesirable. A similar term often used is inertialess, without mass there is no inertia to overcome.
So we could call these massless as an overall description. Referring to them all as plasma, ionic or similar is not accurate as these are sub-categories with different physical principles at work. Massless seems a reasonably easy to use term to encompass all of them.
Perhaps these are more accurate alternatives:
Inertialess - although air still has inertia in the same way it has mass.
Electro-fluid-dynamic, electrofluiddynamic or EFD - (or electrohydrodynamic (EHD), but hydro seems to specify water), relating to the motion of ionized particles or molecules in an electric field.
Electrokinetic - used in a much broader way to describe many other types of transducer too.
Electroconvective (or electro convective) is typically used with liquid crystals but can be applied to any fluid (e.g. air/gas) affected by an electric field. Or perhaps electro-convection-dynamic (ECD).
For now we'll stick with massless here.