I was able to duplicate it faster than I thought, but what I did may not be applicable to your case.
In brief, I found an old board that had several "off-board" components, e.g., a display and XBee module. Looking only at the XBee module, there were no nets on the schematic for it, but of course, it had a device associate with it. The ground on that device was named "GND(7)" automatically by Eagle. Since there were no nets, the brd didn't show any airwires either. However, length.ulp found it and gave it 0 length.
With "show GND(7)" it was highlighted in the brd (attached below).
Then, when I deleted the device from the schematic, the zero-length net disappeared from the length.ulp listing.
Hopes that helps.
John