Most astute, Cluin. It's a little tech glitch we have. If we delete the last post in a thread, the thread remains - but cannot be opened. Usually, this isn't a problem because most Spam messages are posted to existing threads - but we've had some Spammers starting new threads lately, and that throws a stick in our spokes.
We usually deal with Spam by reviewing all Guest messages from the Messages Since Last Visit list, deleting the problem ones. If the Spammers change their ways and Spam us with new threads, then we'll have to come up with another solution. So far, it's relatively rare - and we catch up with most of those blank threads and delete them sooner or later.
-Joe-