How to reproduce:
1. Open attached "ProfileAnalyzer" project
2. Open Profiler (Window->Analysis->Profiler)
3. Open Profile Analyzer (Window->Analysis->Profile Analyzer)
4. Open Profiler (Standalone Process) (Window->Analysis->Profiler (Standalone Process))
5. Make sure both Profiler and Profiler (Standalone Process) are set to record Playmode
6. Enable recording on both Profilers
7. Enter Play Mode to start recording
8. Keep pulling in data in Profile Analyzer

Expected result: No messages of unnamed frames are thrown
Actual result: Eventually messages about unnamed frames will appear for some frames

Reproducible with: 0.4.0-preview.6, 0.6.0-preview.1 (2018.4.23f1, 2019.3.14f1, 2020.1.0b9, 2020.2.0a11)
Could not test with: 0.4.0-preview.3, 0.4.0-preview.5 because of NullReferenceException error when Profiler and Profile Analyzer are both on

Note: As in the attached video in the initial report it might be possible that the message would appear for every single frame. The reproduction steps guarantee that at least for one frame the message will appear.