My Frigidaire Gallery front loader didn't have a cleaning cycle either, but I never really had a problem with odors or mold/mildew. Once I month I did a cleaning cycle using super heavy, hot wash, using either bleach or automatic dishwasher detergent.
My WP Cabrio has a cleaning cycle, would love to able to see that cycle in action, but I don't have the model with the window lid :-( I use the cleaning cycle once a month with bleach. Do the washer cleaners like Afresh really do anything? The manual for the Cabrio says to use bleach.