I get bunches of these as well and would like to know what the heck... I can't think of a good reason for messages to be passed on that have no text and no from address. I don't need the several a week that come my way. It would be very annoying to be billed for them.
They show on the Messaging list as 'Anonymous', and when Anonymous is selected there are a list of "Hidden sender address:" followed by nothing else. No text. No Title. The time/date of when it was received is the only other thing on the display.