From what I've read, I'm guessing that they are bred using two different Calibrachoa species that have different chromosome counts which results in sterile hybrids. They would basically be "mules." Sterility often produces continuous bloom since the plant can never fulfill the flowers' purpose of setting seed. A Japanese company called Suntory was the first to start the Calibrachoa breeding craze back in the 1980's.
As frustrating as not being able to collect seeds from them is, it is that sterility that makes them so floriferous. With fertility comes the need to dead-head to get non-stop bloom which many people despise doing (like with most petunias.)
I have recently read that PanAmerican Seed will be introducing a new seed propagated Calibrachoa series. See link:
http://www.ballpublishing.com/...
Whether the resulting plants from those seeds will be sterile or not likely depends on the parent plants and the compatibility of their chromosomes. I guess we have to wait and see!