A NULL for the Object name would just imply that you're seeing ad hoc or prepared queries that don't have an object because they're not being called by a stored procedure. Instead it's just a query batch being passed in. That just makes sense. You can read more about it in the documentation in the Books Online. The db_id is null because a sql_handle can't uniquely identify which database a query came from, so they don't store that information. Read about it in this Connect item.

In short, you're seeing normal behavior.