You are totally right. You ought to be cautious. I will try to get this in writing from the legal interpretation office of the FAA.

What I will say is you should always think a heading/altitude instruction as a way to keep separation with other traffic. You deviating from it because you were not supposedly "Cleared" could be potentially dangerous. So my point is, if you didn't hear those magic words "cleared into" but were given a heading and altitude instruction that put you on a course to enter class B, would you deviate from this heading/altitude instruction and circle around or would you follow his instructions? If you did venture just outside class B deviating from his instruction waiting for those magic words and with the luck on your side, you might be on a collision course with a 737 full of pax. Try to explain this to the FAA why you were deviating from his heading/altitude instruction.

Bottom line, I don't dispute at all that you should hear "clear into class B". You need in fact a clearance like everyone said. But you don't need too if you are given an altitude and heading instruction that puts you on a course to enter class B. That will constitute your clearance into class B. That's all.