Yeah, it can be suspect at times. If data is missing, say Race, then they just created another Race category called Race=missing. If the variable was missing at random, then the variable will just be a proportional composite of the other categories. If the variable was systematically missing, then you need to process that into your interpretation along with the amount of missingness.
So for example I am looking at a study right now with Race missing in patients related to additional care received. Whom may have missingness, well perhaps persons younger with fewer prior healthcare encounters, perhaps those with language barrier or ambiguous race classifications, perhaps it is just missing at random, etc.