1) just did that search myself just for interest and found a few.
2) I think maybe there was a sync problem after they were downloaded. if they didn't appear in a playlist, previous versions of emplode would have those files in the lost items bin.
3) It is a feature, we are just used to having playlists as our primary source of listing songs way you can have songs on the player that dont nessesarily fall into a playlist you play regularly. It's a bit of a strange concept at first and makes you ask what's the point. fortunately the flexibility is that you don't have to change the way you store the songs if you don't want. Those songs not assigned to playlists are selected via searches.