Hey, William
That's probably due to what's set in Antispam -> Options, on the line "Internal Spam Checks". If that's set to anything other than "Bypass Spam Checks", SmarterMail will probably tag system messages as a Null Sender issue. So, you have a couple of options:
1. Change the Null Sender weight to a lower value so it won't add enough of a score to push a message with JUST a Null Sender score to an Action that moves the message(s) to Junk, or
2. Change the Internal Spam Checks setting to "Bypass Spam Checks".
Just know that #2 means any emails sent between domains on the same server won't be spam checked. It doesn't affect just system messages.
I'm going to bring this up to the team and see if there's any way to maybe automatically bypass System Messages from any spam checks. For now, however, the 2 options above would work.