In what circumstances would a block appear in the Leveldb .ldb index but have no data in a .dat file?

In what circumstances would a block appear in the Leveldb .ldb index but have no data in a .dat file?

I've observed this behavior with Bitcoin Core v0.15 while parsing the LevelDB index in .bitcoin/blocks/index. It is also a situation that is obviously accounted for in the Bitcoin Core source code here (See BLOCK_HAVE_DATA and BLOCK_HAVE_UNDO). I am just looking to understand what would cause this to happen? Can a peer receive the block header before receiving the block itself? I'm finding that only the top few blocks in the chain seem to be missing data; They appear in the index but not the .dat files.

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