Yes, the lips are closed for the bilabials (hence their name). The totally relaxed vocal tract produces an /a/ sound. Experiment: take a cardboard cylinder from a roll of paper handtowels. Blow a raspberry into one end. You get a good approximation of a neutral /a/ vowel. How is close one's lips any easier than closing one's velum? I just don't get it.

I think it boils down to sounds that I make normally in my language (i.e., my phonemic inventory) are by definition easier than sounds made by people who speak other languages.